+54.2%
RGTI vs ALC
-10.7%
+65.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | +0.5% | -6.3% | +6.8% | +4.1% |
| 30D | -17.1% | -10.3% | -6.8% | -12.1% |
| 3M | -26.0% | -0.7% | -25.3% | -26.7% |
| 6M | -9.9% | -17.8% | +8.0% | -0.7% |
| YTD | -31.1% | -15.8% | -15.3% | -25.3% |
| 1Y | -8.5% | -16.7% | +8.2% | -1.7% |
| 3Y | +652.2% | -19.7% | +672.0% | +704.3% |
| 5Y | +56.8% | -19.8% | +76.6% | +54.3% |
| All | +54.2% | -10.7% | +65.0% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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