-47.8%
RGTI vs URI
+18.9%
-66.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -6.2% |
| 7D | -18.1% | +6.7% | -24.8% | -21.0% |
| 30D | -17.6% | +8.9% | -26.5% | -20.3% |
| 3M | -48.3% | +0.5% | -48.9% | -48.4% |
| 6M | -47.8% | +20.7% | -68.4% | -46.1% |
| All | -47.8% | +18.9% | -66.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 6mo: compounded portfolio wealth divided by compounded URI 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…
6mo analysis · Full analysis span regression · 6 months rolling