+21.5%
HYG vs RGTI
+54.2%
-32.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | 0.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | -0.7% | -17.1% | +16.4% | -0.5% |
| 3M | -0.2% | -26.0% | +25.8% | +0.1% |
| 6M | +1.4% | -9.9% | +11.3% | +1.2% |
| YTD | +1.5% | -31.1% | +32.5% | +1.5% |
| 1Y | +2.9% | -8.5% | +11.4% | +2.2% |
| 3Y | +25.6% | +652.2% | -626.6% | +16.0% |
| 5Y | +18.6% | +56.8% | -38.2% | +12.1% |
| All | +21.5% | +54.2% | -32.8% | +14.7% |
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