+54.2%
RGTI vs ALM
+632.4%
-578.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +2.2% |
| 7D | +0.5% | -11.8% | +12.3% | +3.2% |
| 30D | -17.1% | +7.8% | -24.9% | -18.9% |
| 3M | -26.0% | -9.3% | -16.7% | -25.0% |
| 6M | -9.9% | -30.5% | +20.6% | -4.3% |
| YTD | -31.1% | +75.8% | -106.9% | -37.7% |
| 1Y | -8.5% | +241.2% | -249.7% | -24.9% |
| 3Y | +652.2% | +1,872.6% | -1,220.4% | +362.9% |
| 5Y | +56.8% | +849.6% | -792.8% | +1.9% |
| All | +54.2% | +632.4% | -578.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling