+59.7%
RGTI vs STRL
+2,371.5%
-2,311.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +2.6% |
| 7D | +5.5% | +10.1% | -4.6% | +1.2% |
| 30D | -11.9% | -8.2% | -3.7% | -8.8% |
| 3M | -27.4% | -43.7% | +16.3% | -9.2% |
| 6M | -7.1% | +27.1% | -34.2% | -24.3% |
| YTD | -28.6% | +64.0% | -92.6% | -49.1% |
| 1Y | +4.4% | +75.2% | -70.8% | -27.2% |
| 3Y | +698.5% | +539.9% | +158.6% | +220.8% |
| 5Y | +64.2% | +2,133.0% | -2,068.8% | -55.0% |
| All | +59.7% | +2,371.5% | -2,311.8% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling