+646.8%
RGTI vs COO
-38.4%
+685.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.7% | +14.1% | +3.9% |
| 7D | -0.1% | -23.3% | +23.2% | +7.8% |
| 30D | -16.2% | -29.5% | +13.3% | -7.2% |
| 3M | -22.0% | -20.0% | -2.1% | -17.9% |
| 6M | -10.8% | -27.2% | +16.4% | -2.2% |
| YTD | -31.6% | -33.9% | +2.3% | -21.6% |
| 1Y | -6.4% | -19.9% | +13.6% | -2.0% |
| All | +646.8% | -38.4% | +685.2% | +699.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling