+234.7%
COP vs RGTI
+53.9%
+180.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.2% |
| 7D | -0.5% | +2.5% | -3.0% | -0.5% |
| 30D | +11.7% | -13.7% | +25.4% | +11.9% |
| 3M | +17.7% | -22.6% | +40.3% | +18.0% |
| 6M | +18.3% | -13.4% | +31.7% | +18.1% |
| YTD | +49.1% | -31.2% | +80.3% | +49.2% |
| 1Y | +53.3% | -7.6% | +61.0% | +52.2% |
| 3Y | +22.2% | +669.7% | -647.5% | +11.3% |
| 5Y | +193.3% | +57.0% | +136.3% | +194.0% |
| All | +234.7% | +53.9% | +180.8% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling