-68.1%
RGTI vs OMC
+24.5%
-92.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.8% |
| 7D | -9.6% | +12.5% | -22.1% | -10.3% |
| 30D | -26.0% | +16.3% | -42.3% | -26.8% |
| 3M | -35.8% | +8.1% | -43.8% | -36.1% |
| 6M | -36.7% | +17.2% | -53.8% | -38.3% |
| YTD | -49.4% | +11.8% | -61.2% | -53.8% |
| 1Y | -68.1% | +23.9% | -92.1% | -68.3% |
| All | -68.1% | +24.5% | -92.7% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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