+127.7%
ORCL vs RGTI
+53.5%
+74.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +5.3% | -2.5% | +7.8% | +5.4% |
| 30D | +10.0% | -9.4% | +19.4% | +10.6% |
| 3M | -32.6% | -37.1% | +4.5% | -30.9% |
| 6M | +4.9% | -14.4% | +19.3% | +5.2% |
| YTD | -17.8% | -31.4% | +13.6% | -16.9% |
| 1Y | -28.0% | +0.5% | -28.5% | -28.8% |
| 3Y | +36.0% | +726.1% | -690.1% | +15.6% |
| 5Y | +88.7% | +56.2% | +32.5% | +78.1% |
| All | +127.7% | +53.5% | +74.2% | +121.4% |
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