+236.7%
COP vs RGTI
+54.2%
+182.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +8.6% | -17.1% | +25.7% | +8.9% |
| 3M | +19.9% | -26.0% | +45.8% | +20.2% |
| 6M | +19.0% | -9.9% | +28.9% | +18.7% |
| YTD | +50.0% | -31.1% | +81.0% | +50.1% |
| 1Y | +50.5% | -8.5% | +59.0% | +49.4% |
| 3Y | +25.2% | +652.2% | -627.0% | +14.3% |
| 5Y | +194.3% | +56.8% | +137.5% | +195.0% |
| All | +236.7% | +54.2% | +182.5% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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