+54.2%
RGTI vs ROP
-6.5%
+60.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -4.6% | +5.1% | +2.2% |
| 30D | -17.1% | -1.7% | -15.4% | -16.8% |
| 3M | -26.0% | +17.1% | -43.0% | -33.1% |
| 6M | -9.9% | +10.9% | -20.7% | -16.5% |
| YTD | -31.1% | -12.1% | -19.0% | -27.4% |
| 1Y | -8.5% | -24.2% | +15.7% | +5.0% |
| 3Y | +652.2% | -20.4% | +672.6% | +737.1% |
| 5Y | +56.8% | -15.4% | +72.2% | +59.7% |
| All | +54.2% | -6.5% | +60.7% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling