+54.2%
RGTI vs RSG
+125.1%
-70.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.8% |
| 7D | +0.5% | 0.0% | +0.4% | +0.5% |
| 30D | -17.1% | +4.0% | -21.1% | -16.7% |
| 3M | -26.0% | +7.4% | -33.4% | -25.7% |
| 6M | -9.9% | +0.1% | -10.0% | -8.6% |
| YTD | -31.1% | +6.0% | -37.1% | -30.8% |
| 1Y | -8.5% | -3.0% | -5.5% | -6.7% |
| 3Y | +652.2% | +56.5% | +595.7% | +539.2% |
| 5Y | +56.8% | +90.9% | -34.1% | +25.0% |
| All | +54.2% | +125.1% | -70.8% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling