-73.6%
RGTI vs RSG
+21.1%
-94.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +1.6% | -13.8% | -9.8% |
| 7D | -18.3% | +5.6% | -23.9% | -11.2% |
| 30D | -35.1% | +16.1% | -51.2% | -18.6% |
| 3M | -41.3% | +20.5% | -61.8% | -22.1% |
| 6M | -46.1% | +22.7% | -68.8% | -26.0% |
| YTD | -55.5% | +18.7% | -74.2% | -38.8% |
| 1Y | -73.6% | +21.9% | -95.5% | -64.7% |
| All | -73.6% | +21.1% | -94.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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