+650.7%
RGTI vs ALLE
+44.7%
+606.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -1.4% |
| 7D | +2.5% | -2.2% | +4.6% | +4.3% |
| 30D | -13.7% | -8.3% | -5.3% | -7.5% |
| 3M | -22.6% | +16.3% | -38.9% | -33.1% |
| 6M | -13.4% | +1.8% | -15.2% | -16.0% |
| YTD | -31.2% | -3.9% | -27.2% | -30.4% |
| 1Y | -7.6% | -10.0% | +2.4% | -0.8% |
| All | +650.7% | +44.7% | +606.0% | +339.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling