-68.1%
RGTI vs RRX
+30.0%
-98.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.8% | +3.0% |
| 7D | -9.6% | +7.6% | -17.2% | -13.2% |
| 30D | -26.0% | +7.5% | -33.5% | -28.9% |
| 3M | -35.8% | -21.0% | -14.7% | -28.8% |
| 6M | -36.7% | -18.1% | -18.6% | -31.2% |
| YTD | -49.4% | +24.3% | -73.7% | -53.6% |
| 1Y | -68.1% | +29.3% | -97.4% | -71.8% |
| All | -68.1% | +30.0% | -98.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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