+55.6%
RGTI vs OVV
+149.9%
-94.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.9% |
| 30D | -16.2% | +0.9% | -17.1% | -16.6% |
| 3M | -22.0% | +11.0% | -33.1% | -26.1% |
| 6M | -10.8% | +22.3% | -33.1% | -19.7% |
| YTD | -31.6% | +65.1% | -96.6% | -45.7% |
| 1Y | -6.4% | +53.1% | -59.5% | -23.7% |
| 3Y | +665.7% | +46.7% | +618.9% | +503.6% |
| 5Y | +55.6% | +155.5% | -99.8% | +18.5% |
| All | +55.6% | +149.9% | -94.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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