+54.2%
RGTI vs BTI
+114.5%
-60.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -17.1% | -1.1% | -16.0% | -17.1% |
| 3M | -26.0% | -8.8% | -17.2% | -25.7% |
| 6M | -9.9% | -4.0% | -5.9% | -10.4% |
| YTD | -31.1% | +0.4% | -31.4% | -31.9% |
| 1Y | -8.5% | +1.9% | -10.4% | -9.6% |
| 3Y | +652.2% | +108.5% | +543.7% | +501.8% |
| 5Y | +56.8% | +118.5% | -61.8% | +25.5% |
| All | +54.2% | +114.5% | -60.2% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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