+53.9%
RGTI vs B
+130.8%
-76.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | +2.5% | +1.0% | +1.4% | +2.0% |
| 30D | -13.7% | +9.5% | -23.1% | -16.9% |
| 3M | -22.6% | +14.3% | -36.9% | -26.9% |
| 6M | -13.4% | -1.9% | -11.5% | -13.2% |
| YTD | -31.2% | +4.1% | -35.3% | -31.8% |
| 1Y | -7.6% | +56.1% | -63.8% | -18.3% |
| 3Y | +669.7% | +202.0% | +467.7% | +474.4% |
| 5Y | +57.0% | +158.8% | -101.8% | +12.1% |
| All | +53.9% | +130.8% | -76.9% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling