+54.2%
RGTI vs OMC
+18.5%
+35.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | +0.5% | -4.4% | +4.8% | +3.5% |
| 30D | -17.1% | -7.6% | -9.5% | -12.9% |
| 3M | -26.0% | +4.5% | -30.5% | -30.5% |
| 6M | -9.9% | -0.3% | -9.6% | -12.1% |
| YTD | -31.1% | -0.1% | -30.9% | -34.3% |
| 1Y | -8.5% | +4.6% | -13.1% | -18.4% |
| 3Y | +652.2% | +10.5% | +641.8% | +571.7% |
| 5Y | +56.8% | +31.7% | +25.1% | +38.0% |
| All | +54.2% | +18.5% | +35.7% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling