+56.8%
RGTI vs BR
+8.0%
+48.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +0.5% | -3.0% | +3.4% | +2.0% |
| 30D | -17.1% | -0.3% | -16.8% | -17.2% |
| 3M | -26.0% | +17.3% | -43.3% | -33.5% |
| 6M | -9.9% | -6.7% | -3.2% | -6.7% |
| YTD | -31.1% | -23.4% | -7.6% | -19.1% |
| 1Y | -8.5% | -32.7% | +24.2% | +17.4% |
| 3Y | +652.2% | -5.9% | +658.1% | +650.9% |
| All | +56.8% | +8.0% | +48.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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