-7.9%
RGTI vs ALLE
+51.6%
-59.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -7.7% |
| 7D | -18.1% | +3.6% | -21.7% | -20.3% |
| 30D | -17.6% | +25.9% | -43.5% | -32.6% |
| 3M | -48.3% | +15.8% | -64.1% | -54.7% |
| 6M | -47.8% | +48.1% | -95.8% | -63.8% |
| YTD | -56.6% | +22.0% | -78.5% | -64.7% |
| 1Y | -61.8% | +18.0% | -79.9% | -68.1% |
| 3Y | +807.5% | +93.1% | +714.5% | +368.6% |
| All | -7.9% | +51.6% | -59.5% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling