+646.8%
RGTI vs BP
+38.8%
+608.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.1% | +5.7% | -5.9% | -1.7% |
| 30D | -16.2% | +8.1% | -24.3% | -18.2% |
| 3M | -22.0% | +8.6% | -30.6% | -24.4% |
| 6M | -10.8% | +18.1% | -28.9% | -18.8% |
| YTD | -31.6% | +37.6% | -69.2% | -42.4% |
| 1Y | -6.4% | +39.4% | -45.8% | -21.7% |
| All | +646.8% | +38.8% | +608.0% | +516.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling