+57.3%
RGTI vs S
-57.1%
+114.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +0.5% | -0.7% | +1.1% | +0.7% |
| 30D | -17.1% | -11.4% | -5.7% | -12.4% |
| 3M | -26.0% | +33.8% | -59.8% | -37.5% |
| 6M | -9.9% | +39.5% | -49.3% | -26.2% |
| YTD | -31.1% | +31.7% | -62.7% | -42.0% |
| 1Y | -8.5% | +7.0% | -15.5% | -14.7% |
| 3Y | +652.2% | +11.8% | +640.4% | +577.2% |
| 5Y | +56.8% | -69.0% | +125.8% | +73.7% |
| All | +57.3% | -57.1% | +114.3% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling