+146.9%
WMT vs RGTI
+54.2%
+92.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -7.4% | -17.1% | +9.7% | -7.3% |
| 3M | -10.9% | -26.0% | +15.1% | -10.7% |
| 6M | -12.7% | -9.9% | -2.8% | -12.8% |
| YTD | -3.2% | -31.1% | +27.8% | -3.2% |
| 1Y | +5.3% | -8.5% | +13.8% | +4.7% |
| 3Y | +101.9% | +652.2% | -550.4% | +91.9% |
| 5Y | +134.6% | +56.8% | +77.8% | +116.1% |
| All | +146.9% | +54.2% | +92.6% | +131.1% |
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