+53.5%
RGTI vs USB
+40.3%
+13.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -2.5% | +1.4% | -3.9% | -3.6% |
| 30D | -9.4% | -1.3% | -8.1% | -8.5% |
| 3M | -37.1% | +15.2% | -52.3% | -44.1% |
| 6M | -14.4% | +18.8% | -33.2% | -25.5% |
| YTD | -31.4% | +21.0% | -52.4% | -40.9% |
| 1Y | +0.5% | +34.0% | -33.5% | -19.6% |
| 3Y | +726.1% | +95.3% | +630.8% | +433.7% |
| 5Y | +56.2% | +40.4% | +15.8% | +6.4% |
| All | +53.5% | +40.3% | +13.3% | +4.5% |
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