+53.9%
RGTI vs BP
+142.9%
-88.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.2% |
| 7D | +2.5% | +4.0% | -1.5% | +1.2% |
| 30D | -13.7% | +7.8% | -21.5% | -15.9% |
| 3M | -22.6% | +8.4% | -31.0% | -25.3% |
| 6M | -13.4% | +15.1% | -28.5% | -19.6% |
| YTD | -31.2% | +36.4% | -67.6% | -40.5% |
| 1Y | -7.6% | +40.9% | -48.5% | -21.2% |
| 3Y | +669.7% | +38.8% | +630.8% | +553.5% |
| 5Y | +57.0% | +141.1% | -84.1% | +23.1% |
| All | +53.9% | +142.9% | -88.9% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling