-68.1%
RGTI vs BP
+35.3%
-103.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +0.4% |
| 7D | -9.6% | -8.4% | -1.2% | -11.0% |
| 30D | -26.0% | +2.2% | -28.2% | -25.8% |
| 3M | -35.8% | +8.8% | -44.5% | -35.1% |
| 6M | -36.7% | -0.5% | -36.2% | -35.4% |
| YTD | -49.4% | +36.2% | -85.6% | -56.0% |
| 1Y | -68.1% | +36.6% | -104.7% | -73.7% |
| All | -68.1% | +35.3% | -103.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling