+646.8%
RGTI vs STRL
+513.3%
+133.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | -0.1% | +5.4% | -5.5% | -2.6% |
| 30D | -16.2% | -9.0% | -7.2% | -12.6% |
| 3M | -22.0% | -37.1% | +15.0% | -5.4% |
| 6M | -10.8% | +17.8% | -28.6% | -27.5% |
| YTD | -31.6% | +58.3% | -89.9% | -54.0% |
| 1Y | -6.4% | +61.0% | -67.4% | -37.3% |
| All | +646.8% | +513.3% | +133.5% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling