+24.0%
NET vs RGTI
-5.8%
+29.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -12.1% | +3.9% | -6.6% |
| 7D | -21.2% | -18.3% | -2.9% | -18.9% |
| 30D | -31.1% | -35.1% | +3.9% | -26.9% |
| 3M | -16.5% | -41.3% | +24.8% | -10.2% |
| 6M | 0.0% | -46.1% | +46.1% | +6.6% |
| YTD | +24.0% | -55.5% | +79.6% | +34.0% |
| 1Y | +7.0% | -73.6% | +80.6% | +22.9% |
| 3Y | +279.6% | +741.9% | -462.3% | +80.7% |
| 5Y | +24.0% | -8.4% | +32.3% | +6.2% |
| All | +24.0% | -5.8% | +29.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling