+53.9%
RGTI vs O
+17.4%
+36.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.7% |
| 7D | +2.5% | -2.3% | +4.7% | +3.9% |
| 30D | -13.7% | -2.4% | -11.2% | -12.5% |
| 3M | -22.6% | -0.6% | -22.0% | -23.6% |
| 6M | -13.4% | -5.0% | -8.4% | -11.8% |
| YTD | -31.2% | +10.4% | -41.6% | -37.8% |
| 1Y | -7.6% | +6.6% | -14.2% | -14.2% |
| 3Y | +669.7% | +28.4% | +641.3% | +483.4% |
| 5Y | +57.0% | +15.3% | +41.8% | +30.1% |
| All | +53.9% | +17.4% | +36.6% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling