+54.2%
RGTI vs BRO
+38.5%
+15.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | -7.3% | +7.8% | +1.5% |
| 30D | -17.1% | -6.9% | -10.2% | -16.4% |
| 3M | -26.0% | +10.7% | -36.6% | -28.8% |
| 6M | -9.9% | -2.7% | -7.2% | -10.3% |
| YTD | -31.1% | -16.3% | -14.7% | -28.6% |
| 1Y | -8.5% | -29.1% | +20.6% | -0.1% |
| 3Y | +652.2% | -7.8% | +660.1% | +603.4% |
| 5Y | +56.8% | +18.7% | +38.0% | +33.6% |
| All | +54.2% | +38.5% | +15.7% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling