-6.4%
T vs RGTI
-69.7%
+63.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +2.1% |
| 7D | +5.5% | -9.6% | +15.1% | +5.0% |
| 30D | -8.9% | -26.0% | +17.1% | -9.9% |
| 3M | -5.6% | -35.8% | +30.2% | -7.0% |
| 6M | -14.3% | -36.7% | +22.4% | -14.5% |
| YTD | -7.9% | -49.4% | +41.5% | -8.6% |
| 1Y | -6.4% | -68.1% | +61.7% | -8.8% |
| All | -6.4% | -69.7% | +63.3% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling