+66.2%
T vs RGTI
+55.6%
+10.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +4.3% | -16.2% | +20.5% | +4.3% |
| 3M | +11.6% | -22.0% | +33.6% | +11.6% |
| 6M | -5.6% | -10.8% | +5.2% | -5.6% |
| YTD | +6.6% | -31.6% | +38.1% | +6.6% |
| 1Y | -8.4% | -6.4% | -2.0% | -8.8% |
| 3Y | +107.8% | +665.7% | -557.8% | +97.4% |
| All | +66.2% | +55.6% | +10.6% | +58.4% |
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 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