-68.1%
RGTI vs COR
+5.5%
-73.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.8% | +2.5% |
| 7D | -9.6% | +9.1% | -18.7% | -6.8% |
| 30D | -26.0% | +12.4% | -38.4% | -22.9% |
| 3M | -35.8% | +15.8% | -51.6% | -32.3% |
| 6M | -36.7% | +17.1% | -53.7% | -33.1% |
| YTD | -49.4% | +5.4% | -54.8% | -42.6% |
| 1Y | -68.1% | +3.5% | -71.7% | -64.3% |
| All | -68.1% | +5.5% | -73.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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