+53.1%
RGTI vs ROST
+87.9%
-34.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.1% | -2.5% | +2.4% | +1.5% |
| 30D | -16.2% | -10.3% | -5.9% | -10.1% |
| 3M | -22.0% | -2.6% | -19.4% | -21.3% |
| 6M | -10.8% | +6.5% | -17.3% | -15.3% |
| YTD | -31.6% | +25.9% | -57.5% | -42.0% |
| 1Y | -6.4% | +52.3% | -58.7% | -30.7% |
| 3Y | +665.7% | +94.6% | +571.1% | +393.1% |
| 5Y | +55.6% | +111.1% | -55.5% | -13.6% |
| All | +53.1% | +87.9% | -34.7% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling