-3.5%
BA vs RGTI
+58.3%
-61.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.9% |
| 7D | -1.2% | +2.5% | -3.7% | -1.3% |
| 30D | -11.3% | -13.7% | +2.3% | -10.8% |
| 3M | -3.8% | -22.6% | +18.8% | -2.9% |
| 6M | -8.3% | -13.4% | +5.2% | -8.6% |
| YTD | -4.9% | -31.2% | +26.3% | -4.5% |
| 1Y | -10.1% | -7.6% | -2.4% | -12.0% |
| 3Y | -2.3% | +669.7% | -672.0% | -22.5% |
| 5Y | -3.5% | +57.0% | -60.5% | -9.7% |
| All | -3.5% | +58.3% | -61.8% | -9.7% |
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