+59.7%
RGTI vs COO
-33.2%
+92.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +5.1% |
| 7D | +5.5% | -2.3% | +7.8% | +6.4% |
| 30D | -11.9% | -8.8% | -3.1% | -8.9% |
| 3M | -27.4% | +1.3% | -28.7% | -28.8% |
| 6M | -7.1% | -11.6% | +4.5% | -3.4% |
| YTD | -28.6% | -17.4% | -11.2% | -23.3% |
| 1Y | +4.4% | -1.6% | +6.0% | +2.5% |
| 3Y | +698.5% | -22.6% | +721.1% | +742.5% |
| 5Y | +64.2% | -40.3% | +104.5% | +71.8% |
| All | +59.7% | -33.2% | +92.9% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling