+627.1%
RGTI vs USAR
+53.8%
+573.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.6% |
| 7D | +0.5% | -11.6% | +12.1% | +4.2% |
| 30D | -17.1% | -15.5% | -1.6% | -12.6% |
| 3M | -26.0% | -31.0% | +5.0% | -17.0% |
| 6M | -9.9% | -26.2% | +16.4% | -0.4% |
| YTD | -31.1% | +30.8% | -61.8% | -34.2% |
| 1Y | -8.5% | +7.1% | -15.6% | -5.2% |
| 3Y | +652.2% | +53.0% | +599.2% | +790.2% |
| All | +627.1% | +53.8% | +573.4% | +1,083.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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