-13.4%
RGTI vs ROP
+7.8%
-21.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -4.5% |
| 7D | +2.5% | -6.1% | +8.6% | -1.7% |
| 30D | -13.7% | -3.4% | -10.3% | -15.2% |
| 3M | -22.6% | +16.7% | -39.3% | -16.1% |
| 6M | -13.4% | +8.1% | -21.5% | -5.4% |
| All | -13.4% | +7.8% | -21.3% | -5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling