+15.6%
U vs RGTI
+671.2%
-655.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.4% |
| 7D | +5.5% | +0.5% | +5.1% | +5.4% |
| 30D | -1.3% | -17.1% | +15.8% | +1.2% |
| 3M | +64.6% | -26.0% | +90.6% | +70.4% |
| 6M | +119.4% | -9.9% | +129.2% | +116.1% |
| YTD | -0.5% | -31.1% | +30.6% | +1.6% |
| 1Y | +1.3% | -8.5% | +9.8% | -2.4% |
| 3Y | +15.6% | +652.2% | -636.6% | -35.6% |
| All | +15.6% | +671.2% | -655.6% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling