+53.9%
RGTI vs BAH
-4.3%
+58.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | -13.7% | -6.6% | -7.0% | -10.9% |
| 3M | -22.6% | -7.2% | -15.4% | -20.7% |
| 6M | -13.4% | -10.0% | -3.4% | -10.8% |
| YTD | -31.2% | -12.5% | -18.7% | -28.8% |
| 1Y | -7.6% | -27.9% | +20.3% | +5.6% |
| 3Y | +669.7% | -31.4% | +701.1% | +762.9% |
| 5Y | +57.0% | -3.2% | +60.3% | +60.2% |
| All | +53.9% | -4.3% | +58.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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