+115.3%
SPOT vs RGTI
+56.8%
+58.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | -3.1% | +0.5% | -3.5% | -3.1% |
| 30D | +7.4% | -17.1% | +24.5% | +8.7% |
| 3M | +8.2% | -26.0% | +34.2% | +9.8% |
| 6M | +2.2% | -9.9% | +12.1% | +1.5% |
| YTD | -9.5% | -31.1% | +21.6% | -8.8% |
| 1Y | -23.8% | -8.5% | -15.3% | -26.2% |
| 3Y | +233.5% | +652.2% | -418.7% | +135.0% |
| All | +115.3% | +56.8% | +58.5% | +77.0% |
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