+646.8%
RGTI vs ALB
-31.4%
+678.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +1.0% |
| 7D | -0.1% | -7.6% | +7.5% | +4.0% |
| 30D | -16.2% | -5.6% | -10.6% | -14.0% |
| 3M | -22.0% | -16.8% | -5.2% | -14.7% |
| 6M | -10.8% | -26.3% | +15.5% | +1.8% |
| YTD | -31.6% | -13.2% | -18.3% | -28.5% |
| 1Y | -6.4% | +68.8% | -75.2% | -34.0% |
| All | +646.8% | -31.4% | +678.2% | +734.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling