+98.5%
SPY vs RGTI
+53.9%
+44.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.3% |
| 7D | -0.4% | +2.5% | -2.8% | -0.5% |
| 30D | -1.4% | -13.7% | +12.3% | -0.9% |
| 3M | +3.7% | -22.6% | +26.3% | +4.4% |
| 6M | +13.0% | -13.4% | +26.4% | +12.7% |
| YTD | +12.4% | -31.2% | +43.6% | +12.8% |
| 1Y | +18.5% | -7.6% | +26.2% | +16.6% |
| 3Y | +77.6% | +669.7% | -592.1% | +49.0% |
| 5Y | +81.7% | +57.0% | +24.7% | +62.8% |
| All | +98.5% | +53.9% | +44.6% | +78.0% |
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 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