+56.8%
RGTI vs B
+157.4%
-100.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +0.5% | -2.4% | +2.9% | +1.4% |
| 30D | -17.1% | +6.3% | -23.5% | -19.4% |
| 3M | -26.0% | +12.1% | -38.1% | -29.7% |
| 6M | -9.9% | -3.1% | -6.8% | -9.2% |
| YTD | -31.1% | +2.0% | -33.0% | -31.1% |
| 1Y | -8.5% | +51.7% | -60.2% | -18.9% |
| 3Y | +652.2% | +190.5% | +461.7% | +454.6% |
| All | +56.8% | +157.4% | -100.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling