+56.8%
RGTI vs COR
+180.1%
-123.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.8% |
| 7D | +0.5% | -2.8% | +3.3% | -0.2% |
| 30D | -17.1% | +2.6% | -19.7% | -16.6% |
| 3M | -26.0% | +14.5% | -40.4% | -23.7% |
| 6M | -9.9% | -7.8% | -2.0% | -9.5% |
| YTD | -31.1% | -4.2% | -26.8% | -29.9% |
| 1Y | -8.5% | +7.0% | -15.5% | -5.2% |
| 3Y | +652.2% | +85.5% | +566.7% | +666.9% |
| All | +56.8% | +180.1% | -123.3% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling