+54.2%
RGTI vs ALB
-19.6%
+73.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +2.4% |
| 7D | +0.5% | -6.6% | +7.1% | +3.9% |
| 30D | -17.1% | -8.1% | -9.0% | -13.8% |
| 3M | -26.0% | -25.7% | -0.3% | -14.6% |
| 6M | -9.9% | -29.5% | +19.6% | +4.8% |
| YTD | -31.1% | -16.2% | -14.8% | -26.7% |
| 1Y | -8.5% | +59.2% | -67.8% | -31.6% |
| 3Y | +652.2% | -33.7% | +686.0% | +689.3% |
| 5Y | +56.8% | -48.1% | +104.9% | +79.3% |
| All | +54.2% | -19.6% | +73.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling