-8.5%
RGTI vs ALM
+247.3%
-255.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +3.7% |
| 7D | +0.5% | -11.8% | +12.3% | +5.9% |
| 30D | -17.1% | +7.8% | -24.9% | -21.0% |
| 3M | -26.0% | -9.3% | -16.7% | -24.5% |
| 6M | -9.9% | -30.5% | +20.6% | +1.3% |
| YTD | -31.1% | +75.8% | -106.9% | -48.6% |
| 1Y | -8.5% | +241.2% | -249.7% | -28.9% |
| All | -8.5% | +247.3% | -255.8% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling