+652.2%
RGTI vs BAX
-35.4%
+687.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +0.5% | -7.9% | +8.3% | +2.0% |
| 30D | -17.1% | -11.7% | -5.4% | -15.3% |
| 3M | -26.0% | +16.2% | -42.2% | -28.2% |
| 6M | -9.9% | +32.0% | -41.8% | -15.1% |
| YTD | -31.1% | +24.7% | -55.8% | -34.6% |
| 1Y | -8.5% | -2.6% | -5.9% | -9.5% |
| 3Y | +652.2% | -35.0% | +687.2% | +708.9% |
| All | +652.2% | -35.4% | +687.6% | +708.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling