-13.4%
RGTI vs BP
+15.4%
-28.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -2.7% |
| 7D | +2.5% | +4.0% | -1.5% | +4.5% |
| 30D | -13.7% | +7.8% | -21.5% | -10.1% |
| 3M | -22.6% | +8.4% | -31.0% | -18.9% |
| 6M | -13.4% | +15.1% | -28.5% | -9.0% |
| All | -13.4% | +15.4% | -28.8% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling