+56.8%
RGTI vs BNY
+256.6%
-199.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | -1.3% | +1.8% | +1.9% |
| 30D | -17.1% | -0.2% | -16.9% | -17.1% |
| 3M | -26.0% | +14.9% | -40.9% | -37.6% |
| 6M | -9.9% | +40.0% | -49.8% | -38.9% |
| YTD | -31.1% | +42.0% | -73.0% | -53.8% |
| 1Y | -8.5% | +56.9% | -65.4% | -44.6% |
| 3Y | +652.2% | +289.9% | +362.4% | +96.2% |
| All | +56.8% | +256.6% | -199.8% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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