+136.5%
BAC vs RGTI
+671.2%
-534.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | 0.0% | +0.5% | -0.4% | 0.0% |
| 30D | -2.8% | -17.1% | +14.3% | -2.2% |
| 3M | +14.2% | -26.0% | +40.2% | +15.1% |
| 6M | +30.5% | -9.9% | +40.4% | +29.8% |
| YTD | +15.8% | -31.1% | +46.9% | +16.0% |
| 1Y | +26.2% | -8.5% | +34.7% | +24.1% |
| 3Y | +136.5% | +652.2% | -515.7% | +96.5% |
| All | +136.5% | +671.2% | -534.7% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling