+874.5%
RGTI vs SW
+41.4%
+833.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -6.2% |
| 7D | +4.9% | -3.0% | +7.9% | +6.2% |
| 30D | -19.2% | +4.2% | -23.3% | -20.7% |
| 3M | -43.9% | -11.5% | -32.4% | -41.1% |
| 6M | -45.8% | +8.6% | -54.4% | -48.1% |
| YTD | -53.4% | +15.0% | -68.3% | -57.2% |
| 1Y | -63.5% | +25.7% | -89.2% | -67.9% |
| All | +874.5% | +41.4% | +833.2% | +690.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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