+50.4%
RSP vs RGTI
+56.1%
-5.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -3.4% | -16.2% | +12.8% | -2.9% |
| 3M | +3.6% | -22.0% | +25.7% | +4.2% |
| 6M | +9.0% | -10.8% | +19.7% | +8.6% |
| YTD | +12.2% | -31.6% | +43.7% | +12.5% |
| 1Y | +15.6% | -6.4% | +21.9% | +13.8% |
| 3Y | +51.6% | +665.7% | -614.0% | +29.2% |
| 5Y | +50.4% | +55.6% | -5.2% | +33.6% |
| All | +50.4% | +56.1% | -5.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 5y: compounded portfolio wealth divided by compounded RGTI 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…
5y analysis · Full analysis span regression · 6 months rolling