+56.1%
RGTI vs BTDR
+15.3%
+40.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.8% |
| 7D | -0.1% | -3.2% | +3.1% | +0.9% |
| 30D | -16.2% | +32.7% | -48.9% | -24.7% |
| 3M | -22.0% | -28.4% | +6.3% | -14.9% |
| 6M | -10.8% | +51.7% | -62.5% | -24.7% |
| YTD | -31.6% | +2.9% | -34.4% | -34.8% |
| 1Y | -6.4% | -15.5% | +9.1% | -8.0% |
| 3Y | +665.7% | 0.0% | +665.7% | +560.1% |
| 5Y | +55.6% | +16.5% | +39.2% | +27.7% |
| All | +56.1% | +15.3% | +40.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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