+96.8%
SPOT vs RGTI
+53.1%
+43.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -6.9% | -0.1% | -6.7% | -6.9% |
| 30D | +4.1% | -16.2% | +20.3% | +5.3% |
| 3M | +3.7% | -22.0% | +25.7% | +4.8% |
| 6M | -1.6% | -10.8% | +9.2% | -2.2% |
| YTD | -10.2% | -31.6% | +21.4% | -9.5% |
| 1Y | -25.9% | -6.4% | -19.5% | -28.3% |
| 3Y | +235.6% | +665.7% | -430.1% | +135.9% |
| 5Y | +110.6% | +55.6% | +54.9% | +88.5% |
| All | +96.8% | +53.1% | +43.6% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling