+55.5%
RGTI vs BROS
+33.7%
+21.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.7% |
| 7D | -0.1% | -6.1% | +5.9% | +2.2% |
| 30D | -16.2% | -12.4% | -3.8% | -12.3% |
| 3M | -22.0% | -27.9% | +5.9% | -13.5% |
| 6M | -10.8% | -16.8% | +6.0% | -7.3% |
| YTD | -31.6% | -29.0% | -2.5% | -24.3% |
| 1Y | -6.4% | -33.2% | +26.8% | +4.7% |
| 3Y | +665.7% | +56.8% | +608.9% | +544.2% |
| All | +55.5% | +33.7% | +21.8% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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