-9.4%
BA vs RGTI
+53.5%
-63.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -2.5% | +3.7% | +1.3% |
| 30D | -11.6% | -9.4% | -2.2% | -11.3% |
| 3M | -2.4% | -37.1% | +34.7% | -0.6% |
| 6M | -6.6% | -14.4% | +7.8% | -6.9% |
| YTD | -2.2% | -31.4% | +29.1% | -1.8% |
| 1Y | -8.0% | +0.5% | -8.5% | -10.4% |
| 3Y | -5.0% | +726.1% | -731.1% | -24.9% |
| 5Y | -2.7% | +56.2% | -58.9% | -7.6% |
| All | -9.4% | +53.5% | -63.0% | -15.1% |
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