-68.1%
RGTI vs O
+8.1%
-76.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +2.6% |
| 7D | -9.6% | +5.8% | -15.4% | -6.9% |
| 30D | -26.0% | +10.7% | -36.7% | -22.2% |
| 3M | -35.8% | -4.5% | -31.2% | -37.0% |
| 6M | -36.7% | -4.1% | -32.6% | -36.6% |
| YTD | -49.4% | +9.8% | -59.2% | -55.8% |
| 1Y | -68.1% | +11.3% | -79.4% | -74.5% |
| All | -68.1% | +8.1% | -76.2% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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