+18.7%
RGTI vs USB
+32.8%
-14.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -0.5% | +19.8% | +19.7% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -19.5% | +5.8% | -25.3% | -22.9% |
| 3M | -28.9% | -6.0% | -23.0% | -25.7% |
| 6M | -41.5% | +7.8% | -49.3% | -45.3% |
| YTD | -47.0% | +14.6% | -61.5% | -52.5% |
| 1Y | -65.8% | +31.8% | -97.6% | -72.5% |
| 3Y | +1,029.8% | +91.5% | +938.3% | +648.5% |
| 5Y | +9.3% | +22.0% | -12.7% | -22.4% |
| All | +18.7% | +32.8% | -14.1% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling