+53.9%
RGTI vs BBWI
-62.0%
+115.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.3% | +2.7% | -0.8% |
| 7D | +2.5% | -4.4% | +6.9% | +4.4% |
| 30D | -13.7% | -7.4% | -6.3% | -11.8% |
| 3M | -22.6% | -2.2% | -20.4% | -24.0% |
| 6M | -13.4% | -16.3% | +2.9% | -9.6% |
| YTD | -31.2% | -9.1% | -22.1% | -31.8% |
| 1Y | -7.6% | -34.5% | +26.9% | +4.7% |
| 3Y | +669.7% | -47.0% | +716.7% | +819.1% |
| 5Y | +57.0% | -68.8% | +125.9% | +99.5% |
| All | +53.9% | -62.0% | +115.9% | +95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling