+54.2%
RGTI vs USFR
+20.6%
+33.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | +0.5% | +0.1% | +0.3% | +0.1% |
| 30D | -17.1% | +0.4% | -17.5% | -17.9% |
| 3M | -26.0% | +1.0% | -27.0% | -28.3% |
| 6M | -9.9% | +2.0% | -11.8% | -16.2% |
| YTD | -31.1% | +2.8% | -33.8% | -38.3% |
| 1Y | -8.5% | +4.1% | -12.6% | -23.9% |
| 3Y | +652.2% | +14.1% | +638.1% | +493.2% |
| 5Y | +56.8% | +20.6% | +36.2% | +90.4% |
| All | +54.2% | +20.6% | +33.7% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling