+54.2%
RGTI vs ROST
+92.2%
-38.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.8% |
| 7D | +0.5% | +0.2% | +0.2% | +0.3% |
| 30D | -17.1% | -6.9% | -10.2% | -13.2% |
| 3M | -26.0% | -3.3% | -22.7% | -24.9% |
| 6M | -9.9% | +9.0% | -18.9% | -15.7% |
| YTD | -31.1% | +28.9% | -59.9% | -42.5% |
| 1Y | -8.5% | +54.0% | -62.5% | -32.8% |
| 3Y | +652.2% | +100.7% | +551.5% | +375.2% |
| 5Y | +56.8% | +116.0% | -59.3% | -14.3% |
| All | +54.2% | +92.2% | -38.0% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling