+0.5%
RGTI vs BRO
-24.4%
+25.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | -0.3% |
| 7D | -2.5% | -2.6% | +0.1% | -3.2% |
| 30D | -9.4% | +0.9% | -10.3% | -9.1% |
| 3M | -37.1% | +24.8% | -61.8% | -36.9% |
| 6M | -14.4% | -0.1% | -14.3% | -9.9% |
| YTD | -31.4% | -9.7% | -21.7% | -25.5% |
| 1Y | +0.5% | -24.5% | +25.0% | +32.3% |
| All | +0.5% | -24.4% | +25.0% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling