+54.2%
RGTI vs BWA
+62.1%
-7.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | -0.2% |
| 7D | +0.5% | -1.3% | +1.8% | +1.3% |
| 30D | -17.1% | -2.9% | -14.2% | -15.2% |
| 3M | -26.0% | -10.7% | -15.3% | -20.3% |
| 6M | -9.9% | +26.5% | -36.3% | -20.4% |
| YTD | -31.1% | +49.1% | -80.2% | -47.5% |
| 1Y | -8.5% | +52.1% | -60.6% | -32.1% |
| 3Y | +652.2% | +72.6% | +579.6% | +395.5% |
| 5Y | +56.8% | +89.4% | -32.6% | -6.1% |
| All | +54.2% | +62.1% | -7.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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