+55.6%
RGTI vs ALM
+904.7%
-849.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.1% | +1.7% |
| 7D | -0.1% | -7.1% | +7.0% | +1.4% |
| 30D | -16.2% | +24.7% | -40.9% | -20.7% |
| 3M | -22.0% | +8.3% | -30.3% | -23.9% |
| 6M | -10.8% | -22.2% | +11.4% | -7.3% |
| YTD | -31.6% | +88.1% | -119.6% | -39.3% |
| 1Y | -6.4% | +272.4% | -278.7% | -25.0% |
| 3Y | +665.7% | +2,004.1% | -1,338.5% | +352.8% |
| All | +55.6% | +904.7% | -849.1% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling