-68.1%
RGTI vs CHD
+30.9%
-99.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +2.9% |
| 7D | -9.6% | +6.9% | -16.5% | -5.3% |
| 30D | -26.0% | +17.1% | -43.1% | -17.8% |
| 3M | -35.8% | +9.1% | -44.9% | -31.4% |
| 6M | -36.7% | +21.4% | -58.0% | -27.6% |
| YTD | -49.4% | +34.9% | -84.3% | -35.0% |
| 1Y | -68.1% | +31.0% | -99.2% | -59.8% |
| All | -68.1% | +30.9% | -99.1% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling