+652.2%
RGTI vs ROST
+98.0%
+554.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -1.3% |
| 7D | +0.5% | +0.2% | +0.2% | +0.3% |
| 30D | -17.1% | -6.9% | -10.2% | -12.0% |
| 3M | -26.0% | -3.3% | -22.7% | -24.6% |
| 6M | -9.9% | +9.0% | -18.9% | -18.4% |
| YTD | -31.1% | +28.9% | -59.9% | -47.3% |
| 1Y | -8.5% | +54.0% | -62.5% | -43.0% |
| 3Y | +652.2% | +100.7% | +551.5% | +233.3% |
| All | +652.2% | +98.0% | +554.2% | +233.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling