-25.5%
BA vs RGTI
+12.2%
-37.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.6% | +9.2% | +1.1% |
| 7D | -1.4% | -0.9% | -0.5% | -1.5% |
| 30D | -7.9% | -16.2% | +8.3% | -7.4% |
| 3M | -25.2% | -38.6% | +13.4% | -23.7% |
| 6M | -26.7% | -45.8% | +19.1% | -25.4% |
| YTD | -19.6% | -49.8% | +30.2% | -18.3% |
| 1Y | -10.6% | -64.6% | +54.0% | -7.9% |
| 3Y | -11.2% | +1,045.4% | -1,056.6% | -31.0% |
| 5Y | -20.4% | +6.7% | -27.2% | -24.8% |
| All | -25.5% | +12.2% | -37.7% | -29.3% |
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