-68.1%
RGTI vs USFR
+4.1%
-72.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.6% | +0.1% | -9.7% | -6.9% |
| 30D | -26.0% | +0.4% | -26.4% | -17.4% |
| 3M | -35.8% | +1.1% | -36.8% | -12.2% |
| 6M | -36.7% | +2.0% | -38.7% | +4.0% |
| YTD | -49.4% | +3.4% | -52.8% | -27.4% |
| 1Y | -68.1% | +4.1% | -72.2% | -71.2% |
| All | -68.1% | +4.1% | -72.2% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling