+53.9%
RGTI vs BIL
+19.4%
+34.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.0% |
| 30D | -13.7% | +0.3% | -13.9% | -15.4% |
| 3M | -22.6% | +0.9% | -23.5% | -27.4% |
| 6M | -13.4% | +1.8% | -15.2% | -26.1% |
| YTD | -31.2% | +2.5% | -33.7% | -45.5% |
| 1Y | -7.6% | +3.7% | -11.3% | -36.3% |
| 3Y | +669.7% | +14.1% | +655.6% | +179.4% |
| 5Y | +57.0% | +19.4% | +37.6% | -43.4% |
| All | +53.9% | +19.4% | +34.6% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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