-6.4%
RGTI vs ALLE
-10.4%
+4.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.1% | -2.8% | +2.6% | +0.5% |
| 30D | -16.2% | -10.2% | -6.0% | -14.2% |
| 3M | -22.0% | +17.4% | -39.5% | -24.4% |
| 6M | -10.8% | +3.3% | -14.1% | -10.6% |
| YTD | -31.6% | -4.2% | -27.3% | -28.5% |
| 1Y | -6.4% | -10.5% | +4.2% | +4.2% |
| All | -6.4% | -10.4% | +4.0% | +4.2% |
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