-7.9%
RGTI vs B
+107.0%
-114.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.6% |
| 7D | -18.1% | -7.3% | -10.8% | -15.0% |
| 30D | -17.6% | -3.3% | -14.3% | -16.0% |
| 3M | -48.3% | -7.8% | -40.6% | -46.3% |
| 6M | -47.8% | -15.5% | -32.2% | -43.7% |
| YTD | -56.6% | -12.3% | -44.3% | -53.5% |
| 1Y | -61.8% | +5.4% | -67.2% | -61.4% |
| 3Y | +807.5% | +165.5% | +642.0% | +602.3% |
| All | -7.9% | +107.0% | -114.9% | -23.7% |
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