-68.1%
RGTI vs B
+27.8%
-95.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.3% | -7.2% | -5.1% |
| 7D | -9.6% | +1.1% | -10.7% | -10.6% |
| 30D | -26.0% | +0.3% | -26.3% | -26.2% |
| 3M | -35.8% | +5.4% | -41.2% | -39.6% |
| 6M | -36.7% | +5.5% | -42.2% | -39.8% |
| YTD | -49.4% | -6.3% | -43.1% | -47.6% |
| 1Y | -68.1% | +29.4% | -97.5% | -74.6% |
| All | -68.1% | +27.8% | -95.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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