+646.8%
RGTI vs ROP
-19.1%
+665.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -0.1% | -8.0% | +7.9% | +2.1% |
| 30D | -16.2% | -2.7% | -13.5% | -15.7% |
| 3M | -22.0% | +16.6% | -38.6% | -28.7% |
| 6M | -10.8% | +10.4% | -21.1% | -16.2% |
| YTD | -31.6% | -12.1% | -19.5% | -26.3% |
| 1Y | -6.4% | -23.6% | +17.3% | +11.3% |
| All | +646.8% | -19.1% | +665.9% | +597.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling