-8.5%
RGTI vs USFR
+4.1%
-12.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +3.7% |
| 7D | +0.5% | +0.1% | +0.3% | +5.9% |
| 30D | -17.1% | +0.4% | -17.5% | -3.3% |
| 3M | -26.0% | +1.0% | -27.0% | +17.5% |
| 6M | -9.9% | +2.0% | -11.8% | +101.0% |
| YTD | -31.1% | +2.8% | -33.8% | +116.9% |
| 1Y | -8.5% | +4.1% | -12.6% | +695.3% |
| All | -8.5% | +4.1% | -12.6% | +695.3% |
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 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