+55.6%
RGTI vs SO
+58.1%
-2.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.7% |
| 7D | -0.1% | -1.1% | +1.0% | -0.4% |
| 30D | -16.2% | -3.7% | -12.4% | -17.0% |
| 3M | -22.0% | -5.9% | -16.1% | -23.0% |
| 6M | -10.8% | -7.3% | -3.4% | -12.0% |
| YTD | -31.6% | +3.1% | -34.7% | -31.0% |
| 1Y | -6.4% | -1.0% | -5.4% | -6.2% |
| 3Y | +665.7% | +43.2% | +622.4% | +680.7% |
| All | +55.6% | +58.1% | -2.4% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling