+55.6%
RGTI vs S
-69.1%
+124.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -16.2% | -11.8% | -4.4% | -11.0% |
| 3M | -22.0% | +33.9% | -56.0% | -34.8% |
| 6M | -10.8% | +40.1% | -50.9% | -28.0% |
| YTD | -31.6% | +32.1% | -63.6% | -43.2% |
| 1Y | -6.4% | +11.0% | -17.4% | -14.9% |
| 3Y | +665.7% | +16.9% | +648.7% | +564.7% |
| All | +55.6% | -69.1% | +124.8% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling