+56.8%
RGTI vs TRU
-35.6%
+92.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.1% |
| 7D | +0.5% | -2.7% | +3.2% | +2.1% |
| 30D | -17.1% | -2.0% | -15.1% | -16.7% |
| 3M | -26.0% | +18.4% | -44.4% | -36.7% |
| 6M | -9.9% | +8.9% | -18.7% | -18.4% |
| YTD | -31.1% | -8.9% | -22.1% | -30.6% |
| 1Y | -8.5% | -15.9% | +7.4% | -4.4% |
| 3Y | +652.2% | -1.1% | +653.3% | +615.9% |
| All | +56.8% | -35.6% | +92.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling