+652.2%
RGTI vs UL
+20.7%
+631.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.9% |
| 7D | +0.5% | -3.4% | +3.9% | -0.4% |
| 30D | -17.1% | +0.5% | -17.6% | -17.0% |
| 3M | -26.0% | +7.2% | -33.2% | -24.9% |
| 6M | -9.9% | -3.1% | -6.8% | -8.7% |
| YTD | -31.1% | -2.7% | -28.3% | -30.3% |
| 1Y | -8.5% | -10.2% | +1.7% | -6.7% |
| 3Y | +652.2% | +20.3% | +632.0% | +431.1% |
| All | +652.2% | +20.7% | +631.5% | +431.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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