+55.6%
RGTI vs RBA
+36.6%
+19.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.1% |
| 7D | -0.1% | -3.3% | +3.1% | +1.8% |
| 30D | -16.2% | -9.8% | -6.4% | -11.2% |
| 3M | -22.0% | -23.5% | +1.4% | -10.4% |
| 6M | -10.8% | -21.5% | +10.8% | +1.2% |
| YTD | -31.6% | -21.2% | -10.4% | -22.5% |
| 1Y | -6.4% | -30.2% | +23.8% | +14.0% |
| 3Y | +665.7% | +25.3% | +640.3% | +597.1% |
| 5Y | +55.6% | +35.1% | +20.5% | +43.4% |
| All | +55.6% | +36.6% | +19.1% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling