+646.8%
RGTI vs BBWI
-48.6%
+695.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.2% |
| 7D | -0.1% | -8.0% | +7.9% | +3.7% |
| 30D | -16.2% | -6.6% | -9.6% | -14.7% |
| 3M | -22.0% | -2.7% | -19.3% | -23.5% |
| 6M | -10.8% | -12.8% | +2.0% | -8.7% |
| YTD | -31.6% | -10.5% | -21.1% | -32.0% |
| 1Y | -6.4% | -35.3% | +29.0% | +9.6% |
| All | +646.8% | -48.6% | +695.4% | +728.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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