+42.7%
LLY vs RGTI
-49.8%
+92.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.1% | +1.3% |
| 7D | +6.7% | -18.1% | +24.9% | +6.8% |
| 30D | +19.6% | -17.6% | +37.2% | +19.6% |
| 3M | +19.7% | -48.3% | +68.0% | +19.6% |
| 6M | +42.7% | -47.8% | +90.5% | +42.9% |
| All | +42.7% | -49.8% | +92.5% | +42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling