-58.3%
U vs RGTI
+53.9%
-112.2%
-93.1%
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% | +0.1% |
| 7D | +4.4% | +2.5% | +1.9% | +3.9% |
| 30D | -1.3% | -13.7% | +12.4% | +0.8% |
| 3M | +49.6% | -22.6% | +72.2% | +54.5% |
| 6M | +100.2% | -13.4% | +113.6% | +97.9% |
| YTD | -3.7% | -31.2% | +27.5% | -1.4% |
| 1Y | -6.5% | -7.6% | +1.1% | -11.2% |
| 3Y | +12.9% | +669.7% | -656.8% | -46.1% |
| 5Y | -68.3% | +57.0% | -125.3% | -79.1% |
| All | -58.3% | +53.9% | -112.2% | -76.2% |
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