-67.9%
U vs RGTI
+55.6%
-123.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -4.1% | -16.2% | +12.1% | -1.6% |
| 3M | +57.8% | -22.0% | +79.8% | +62.7% |
| 6M | +103.5% | -10.8% | +114.3% | +100.2% |
| YTD | -4.8% | -31.6% | +26.8% | -2.4% |
| 1Y | -2.4% | -6.4% | +4.0% | -7.5% |
| 3Y | +11.7% | +665.7% | -654.0% | -46.7% |
| All | -67.9% | +55.6% | -123.6% | -80.8% |
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 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