+56.8%
RGTI vs COO
-52.5%
+109.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +0.5% | -22.5% | +23.0% | +10.4% |
| 30D | -17.1% | -29.7% | +12.6% | -5.4% |
| 3M | -26.0% | -20.1% | -5.8% | -20.7% |
| 6M | -9.9% | -26.9% | +17.0% | +0.2% |
| YTD | -31.1% | -34.2% | +3.2% | -19.3% |
| 1Y | -8.5% | -21.3% | +12.7% | -2.6% |
| 3Y | +652.2% | -38.7% | +690.9% | +765.1% |
| All | +56.8% | -52.5% | +109.2% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling