+85.5%
BAC vs RGTI
+59.7%
+25.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.6% |
| 7D | +1.2% | +5.5% | -4.3% | +0.9% |
| 30D | -0.7% | -11.9% | +11.1% | -0.3% |
| 3M | +16.9% | -27.4% | +44.3% | +18.0% |
| 6M | +29.6% | -7.1% | +36.6% | +28.6% |
| YTD | +15.3% | -28.6% | +43.9% | +15.3% |
| 1Y | +28.8% | +4.4% | +24.5% | +25.7% |
| 3Y | +136.4% | +698.5% | -562.1% | +93.5% |
| 5Y | +72.9% | +64.2% | +8.7% | +44.0% |
| All | +85.5% | +59.7% | +25.8% | +59.1% |
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