+533.6%
LLY vs RGTI
+59.7%
+473.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.2% |
| 7D | -3.1% | +5.5% | -8.6% | -3.2% |
| 30D | -5.1% | -11.9% | +6.8% | -5.0% |
| 3M | -2.1% | -27.4% | +25.3% | -1.8% |
| 6M | +13.8% | -7.1% | +20.9% | +13.7% |
| YTD | +5.1% | -28.6% | +33.7% | +5.1% |
| 1Y | +53.1% | +4.4% | +48.8% | +52.3% |
| 3Y | +95.6% | +698.5% | -602.9% | +88.0% |
| 5Y | +361.5% | +64.2% | +297.3% | +386.4% |
| All | +533.6% | +59.7% | +473.9% | +543.7% |
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