+56.8%
RGTI vs BP
+138.6%
-81.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | +5.2% | -4.8% | -1.3% |
| 30D | -17.1% | +8.7% | -25.8% | -19.7% |
| 3M | -26.0% | +9.3% | -35.3% | -29.0% |
| 6M | -9.9% | +13.6% | -23.4% | -16.2% |
| YTD | -31.1% | +37.7% | -68.7% | -41.4% |
| 1Y | -8.5% | +40.6% | -49.1% | -23.0% |
| 3Y | +652.2% | +40.3% | +611.9% | +526.7% |
| All | +56.8% | +138.6% | -81.8% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling