-68.1%
RGTI vs ROP
+10.1%
-78.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +2.3% |
| 7D | -9.6% | +11.7% | -21.3% | -6.5% |
| 30D | -26.0% | +35.5% | -61.5% | -19.7% |
| 3M | -35.8% | +25.3% | -61.1% | -31.4% |
| 6M | -36.7% | +38.9% | -75.6% | -31.4% |
| YTD | -49.4% | +11.4% | -60.8% | -50.3% |
| 1Y | -68.1% | +10.3% | -78.5% | -68.7% |
| All | -68.1% | +10.1% | -78.3% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling