-2.8%
RGTI vs USB
+36.3%
-39.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.7% | -7.5% |
| 7D | -18.1% | +2.6% | -20.7% | -19.6% |
| 30D | -17.6% | +8.4% | -26.0% | -22.5% |
| 3M | -48.3% | -5.5% | -42.8% | -46.1% |
| 6M | -47.8% | +17.7% | -65.5% | -54.3% |
| YTD | -56.6% | +17.6% | -74.1% | -61.8% |
| 1Y | -61.8% | +33.9% | -95.7% | -69.6% |
| 3Y | +807.5% | +103.8% | +703.7% | +480.0% |
| 5Y | -8.8% | +25.6% | -34.4% | -36.4% |
| All | -2.8% | +36.3% | -39.1% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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