+55.6%
RGTI vs ALC
-20.1%
+75.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +1.1% |
| 7D | -0.1% | -7.7% | +7.5% | +4.6% |
| 30D | -16.2% | -11.7% | -4.5% | -9.9% |
| 3M | -22.0% | +0.7% | -22.7% | -23.5% |
| 6M | -10.8% | -17.1% | +6.3% | -1.5% |
| YTD | -31.6% | -15.1% | -16.4% | -25.7% |
| 1Y | -6.4% | -14.1% | +7.7% | -1.2% |
| 3Y | +665.7% | -18.2% | +683.8% | +705.9% |
| All | +55.6% | -20.1% | +75.7% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling