-68.1%
RGTI vs ALLE
+18.6%
-86.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.9% |
| 7D | -9.6% | +6.7% | -16.3% | -10.6% |
| 30D | -26.0% | +25.4% | -51.4% | -29.1% |
| 3M | -35.8% | +16.9% | -52.7% | -37.5% |
| 6M | -36.7% | +46.6% | -83.2% | -40.9% |
| YTD | -49.4% | +22.4% | -71.8% | -49.6% |
| 1Y | -68.1% | +17.7% | -85.9% | -67.5% |
| All | -68.1% | +18.6% | -86.7% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling