-68.1%
RGTI vs STRL
-30.1%
-38.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -21.5% | +22.6% | +8.8% |
| 7D | -9.6% | -27.1% | +17.5% | 0.0% |
| 30D | -26.0% | -45.8% | +19.8% | -8.8% |
| 3M | -35.8% | -47.6% | +11.9% | -20.1% |
| 6M | -36.7% | -46.4% | +9.8% | -23.9% |
| YTD | -49.4% | -7.4% | -42.0% | -59.9% |
| 1Y | -68.1% | -25.9% | -42.3% | -69.2% |
| All | -68.1% | -30.1% | -38.0% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling