-26.8%
BA vs RGTI
+4.3%
-31.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | -1.4% |
| 7D | -0.6% | +4.9% | -5.4% | -0.9% |
| 30D | -8.0% | -19.2% | +11.2% | -7.3% |
| 3M | -25.8% | -43.9% | +18.1% | -24.0% |
| 6M | -27.6% | -45.8% | +18.3% | -26.2% |
| YTD | -21.0% | -53.4% | +32.4% | -19.4% |
| 1Y | -12.3% | -63.5% | +51.2% | -9.7% |
| 3Y | -12.8% | +964.9% | -977.7% | -31.9% |
| 5Y | -22.4% | -2.1% | -20.3% | -26.1% |
| All | -26.8% | +4.3% | -31.1% | -30.3% |
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