+1,029.8%
RGTI vs SW
+39.0%
+990.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -0.9% | +20.2% | +19.7% |
| 7D | +4.4% | +2.3% | +2.1% | +3.4% |
| 30D | -19.5% | +6.8% | -26.2% | -21.8% |
| 3M | -28.9% | -5.2% | -23.7% | -27.4% |
| 6M | -41.5% | +7.4% | -48.9% | -43.8% |
| YTD | -47.0% | +17.4% | -64.4% | -51.8% |
| 1Y | -65.8% | +27.1% | -92.9% | -70.1% |
| 3Y | +1,029.8% | +47.9% | +981.9% | +738.7% |
| All | +1,029.8% | +39.0% | +990.8% | +738.7% |
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