+55.6%
RGTI vs ALLE
+9.7%
+45.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.1% | -2.8% | +2.6% | +2.2% |
| 30D | -16.2% | -10.2% | -6.0% | -8.5% |
| 3M | -22.0% | +17.4% | -39.5% | -33.3% |
| 6M | -10.8% | +3.3% | -14.1% | -15.3% |
| YTD | -31.6% | -4.2% | -27.3% | -31.2% |
| 1Y | -6.4% | -10.5% | +4.2% | -0.3% |
| 3Y | +665.7% | +45.4% | +620.3% | +418.7% |
| 5Y | +55.6% | +11.9% | +43.7% | +9.8% |
| All | +55.6% | +9.7% | +45.9% | +9.8% |
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