+57.0%
RGTI vs S
-57.7%
+114.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +2.5% | -1.2% | +3.7% | +3.1% |
| 30D | -13.7% | -12.6% | -1.1% | -8.2% |
| 3M | -22.6% | +27.6% | -50.2% | -33.0% |
| 6M | -13.4% | +35.5% | -48.9% | -28.0% |
| YTD | -31.2% | +29.6% | -60.8% | -41.7% |
| 1Y | -7.6% | +8.1% | -15.8% | -14.3% |
| 3Y | +669.7% | +14.8% | +654.9% | +585.3% |
| 5Y | +57.0% | -70.6% | +127.6% | +75.4% |
| All | +57.0% | -57.7% | +114.7% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling