+73.4%
ON vs RGTI
+53.9%
+19.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.2% |
| 7D | -1.9% | +2.5% | -4.4% | -2.2% |
| 30D | -11.0% | -13.7% | +2.6% | -9.8% |
| 3M | -39.3% | -22.6% | -16.7% | -37.9% |
| 6M | +19.8% | -13.4% | +33.2% | +20.1% |
| YTD | +31.1% | -31.2% | +62.3% | +33.4% |
| 1Y | +46.0% | -7.6% | +53.6% | +42.0% |
| 3Y | -27.5% | +669.7% | -697.2% | -53.3% |
| 5Y | +56.9% | +57.0% | -0.1% | +20.9% |
| All | +73.4% | +53.9% | +19.5% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling