+1,300.9%
RGTI vs BTSG
+389.4%
+911.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | -0.1% |
| 7D | +0.5% | -3.3% | +3.8% | +2.3% |
| 30D | -17.1% | -1.6% | -15.5% | -17.1% |
| 3M | -26.0% | -6.9% | -19.1% | -25.2% |
| 6M | -9.9% | +42.1% | -52.0% | -32.0% |
| YTD | -31.1% | +56.8% | -87.9% | -51.6% |
| 1Y | -8.5% | +109.8% | -118.3% | -48.0% |
| All | +1,300.9% | +389.4% | +911.5% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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