+86.0%
ON vs RGTI
+54.2%
+31.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.4% |
| 7D | +2.4% | +0.5% | +1.9% | +2.3% |
| 30D | -8.6% | -17.1% | +8.5% | -7.0% |
| 3M | -34.3% | -26.0% | -8.4% | -32.5% |
| 6M | +28.5% | -9.9% | +38.4% | +28.4% |
| YTD | +40.6% | -31.1% | +71.7% | +43.1% |
| 1Y | +55.3% | -8.5% | +63.8% | +51.2% |
| 3Y | -22.2% | +652.2% | -674.4% | -49.7% |
| 5Y | +62.4% | +56.8% | +5.6% | +25.1% |
| All | +86.0% | +54.2% | +31.8% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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