+54.2%
RGTI vs SO
+62.7%
-8.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.6% |
| 7D | +0.5% | -1.1% | +1.5% | +0.2% |
| 30D | -17.1% | -5.0% | -12.1% | -18.1% |
| 3M | -26.0% | -5.8% | -20.2% | -26.9% |
| 6M | -9.9% | -7.9% | -1.9% | -11.2% |
| YTD | -31.1% | +2.4% | -33.5% | -30.7% |
| 1Y | -8.5% | -2.3% | -6.2% | -8.6% |
| 3Y | +652.2% | +41.9% | +610.3% | +665.0% |
| 5Y | +56.8% | +58.1% | -1.3% | +65.9% |
| All | +54.2% | +62.7% | -8.5% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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