-12.6%
BA vs RGTI
+53.1%
-65.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -12.2% | -16.2% | +4.0% | -11.5% |
| 3M | -2.0% | -22.0% | +20.0% | -1.2% |
| 6M | -6.0% | -10.8% | +4.8% | -6.4% |
| YTD | -5.7% | -31.6% | +25.9% | -5.2% |
| 1Y | -10.0% | -6.4% | -3.6% | -12.0% |
| 3Y | -3.1% | +665.7% | -668.7% | -23.0% |
| 5Y | -2.6% | +55.6% | -58.3% | -7.4% |
| All | -12.6% | +53.1% | -65.7% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling