-28.3%
ON vs RGTI
+665.7%
-693.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -13.5% | -16.2% | +2.7% | -12.0% |
| 3M | -36.3% | -22.0% | -14.3% | -34.9% |
| 6M | +17.8% | -10.8% | +28.5% | +17.8% |
| YTD | +29.6% | -31.6% | +61.1% | +32.0% |
| 1Y | +45.8% | -6.4% | +52.2% | +42.0% |
| All | -28.3% | +665.7% | -693.9% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling