+54.2%
RGTI vs RBA
+46.6%
+7.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -1.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -17.1% | -2.9% | -14.2% | -16.0% |
| 3M | -26.0% | -20.9% | -5.1% | -17.1% |
| 6M | -9.9% | -17.7% | +7.8% | -1.2% |
| YTD | -31.1% | -18.2% | -12.9% | -24.0% |
| 1Y | -8.5% | -29.1% | +20.6% | +9.3% |
| 3Y | +652.2% | +29.5% | +622.7% | +579.5% |
| 5Y | +56.8% | +40.2% | +16.5% | +40.0% |
| All | +54.2% | +46.6% | +7.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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