-68.1%
RGTI vs ROST
+54.7%
-122.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.0% | -1.2% |
| 7D | -9.6% | +7.8% | -17.4% | -12.3% |
| 30D | -26.0% | +8.6% | -34.6% | -28.7% |
| 3M | -35.8% | -1.9% | -33.8% | -35.7% |
| 6M | -36.7% | +9.1% | -45.8% | -40.5% |
| YTD | -49.4% | +37.2% | -86.6% | -54.9% |
| 1Y | -68.1% | +52.7% | -120.9% | -73.6% |
| All | -68.1% | +54.7% | -122.8% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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