-16.3%
ORLY vs RGTI
-0.2%
-16.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.7% | -2.5% | +1.8% | -0.7% |
| 30D | -5.9% | -9.4% | +3.5% | -6.0% |
| 3M | -0.6% | -37.1% | +36.5% | -0.6% |
| 6M | -6.8% | -14.4% | +7.6% | -7.1% |
| YTD | -3.6% | -31.4% | +27.7% | -4.5% |
| 1Y | -16.3% | +0.5% | -16.9% | -14.4% |
| All | -16.3% | -0.2% | -16.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling