+53.1%
RGTI vs RUN
-84.0%
+137.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -0.1% | -3.4% | +3.2% | +0.8% |
| 30D | -16.2% | -14.0% | -2.2% | -12.8% |
| 3M | -22.0% | -27.5% | +5.4% | -15.3% |
| 6M | -10.8% | -29.0% | +18.2% | -2.8% |
| YTD | -31.6% | -53.1% | +21.5% | -18.8% |
| 1Y | -6.4% | -46.7% | +40.4% | +8.0% |
| 3Y | +665.7% | -38.3% | +704.0% | +520.0% |
| 5Y | +55.6% | -80.7% | +136.3% | +50.9% |
| All | +53.1% | -84.0% | +137.1% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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