+54.2%
RGTI vs USHY
+24.5%
+29.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | +0.5% | -0.7% | +1.1% | +3.6% |
| 30D | -17.1% | -0.7% | -16.4% | -14.4% |
| 3M | -26.0% | +0.1% | -26.0% | -25.5% |
| 6M | -9.9% | +1.8% | -11.6% | -14.2% |
| YTD | -31.1% | +1.8% | -32.8% | -34.0% |
| 1Y | -8.5% | +3.3% | -11.8% | -17.0% |
| 3Y | +652.2% | +27.0% | +625.2% | +245.2% |
| 5Y | +56.8% | +21.0% | +35.8% | -17.1% |
| All | +54.2% | +24.5% | +29.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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