+56.8%
RGTI vs BN
+33.2%
+23.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.2% |
| 7D | +0.5% | -5.2% | +5.6% | +6.9% |
| 30D | -17.1% | -14.5% | -2.6% | -0.2% |
| 3M | -26.0% | -15.0% | -11.0% | -10.3% |
| 6M | -9.9% | -5.4% | -4.5% | -2.3% |
| YTD | -31.1% | -16.4% | -14.6% | -14.6% |
| 1Y | -8.5% | -16.2% | +7.7% | +13.7% |
| 3Y | +652.2% | +67.5% | +584.7% | +372.6% |
| All | +56.8% | +33.2% | +23.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling