+54.2%
RGTI vs URA
+176.6%
-122.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +3.3% |
| 7D | +0.5% | -5.5% | +6.0% | +5.0% |
| 30D | -17.1% | -3.7% | -13.4% | -14.5% |
| 3M | -26.0% | -2.9% | -23.1% | -22.9% |
| 6M | -9.9% | -15.2% | +5.4% | +6.6% |
| YTD | -31.1% | +1.9% | -32.9% | -28.3% |
| 1Y | -8.5% | +6.9% | -15.4% | -4.9% |
| 3Y | +652.2% | +99.6% | +552.6% | +449.4% |
| 5Y | +56.8% | +101.2% | -44.4% | +9.8% |
| All | +54.2% | +176.6% | -122.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling