+54.2%
RGTI vs AGG
-0.8%
+55.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.9% |
| 7D | +0.5% | -1.1% | +1.5% | +2.9% |
| 30D | -17.1% | -1.1% | -16.0% | -14.9% |
| 3M | -26.0% | -1.9% | -24.1% | -22.5% |
| 6M | -9.9% | -1.7% | -8.1% | -5.3% |
| YTD | -31.1% | -1.3% | -29.8% | -28.3% |
| 1Y | -8.5% | -0.7% | -7.8% | -6.3% |
| 3Y | +652.2% | +12.5% | +639.7% | +490.2% |
| 5Y | +56.8% | -2.5% | +59.3% | +52.6% |
| All | +54.2% | -0.8% | +55.1% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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