+59.7%
RGTI vs RBA
+43.6%
+16.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +5.1% |
| 7D | +5.5% | -1.1% | +6.5% | +6.0% |
| 30D | -11.9% | -13.2% | +1.3% | -4.9% |
| 3M | -27.4% | -21.4% | -6.0% | -18.5% |
| 6M | -7.1% | -20.9% | +13.8% | +4.3% |
| YTD | -28.6% | -19.9% | -8.8% | -20.4% |
| 1Y | +4.4% | -28.7% | +33.0% | +24.3% |
| 3Y | +698.5% | +27.4% | +671.1% | +629.1% |
| 5Y | +64.2% | +41.7% | +22.4% | +48.3% |
| All | +59.7% | +43.6% | +16.1% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling