+652.2%
RGTI vs UMC
+261.2%
+391.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.6% |
| 7D | +0.5% | +9.0% | -8.5% | -4.6% |
| 30D | -17.1% | +17.2% | -34.3% | -24.9% |
| 3M | -26.0% | +11.4% | -37.4% | -33.0% |
| 6M | -9.9% | +137.5% | -147.4% | -50.5% |
| YTD | -31.1% | +193.1% | -224.2% | -70.2% |
| 1Y | -8.5% | +240.3% | -248.8% | -64.9% |
| 3Y | +652.2% | +262.2% | +390.0% | +148.6% |
| All | +652.2% | +261.2% | +391.0% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling