-68.1%
RGTI vs UMC
+112.5%
-180.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +2.0% |
| 7D | -9.6% | -14.7% | +5.1% | -3.1% |
| 30D | -26.0% | -32.9% | +6.9% | -12.0% |
| 3M | -35.8% | -22.2% | -13.6% | -29.1% |
| 6M | -36.7% | +25.9% | -62.6% | -42.0% |
| YTD | -49.4% | +107.9% | -157.3% | -65.6% |
| 1Y | -68.1% | +115.0% | -183.2% | -79.6% |
| All | -68.1% | +112.5% | -180.7% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling