+115.1%
NOK vs RGTI
+56.8%
+58.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.8% |
| 7D | +11.0% | +0.5% | +10.5% | +10.9% |
| 30D | +7.8% | -17.1% | +24.9% | +8.8% |
| 3M | -21.0% | -26.0% | +5.0% | -20.0% |
| 6M | +40.9% | -9.9% | +50.7% | +41.3% |
| YTD | +72.0% | -31.1% | +103.1% | +73.7% |
| 1Y | +140.9% | -8.5% | +149.4% | +138.3% |
| 3Y | +194.3% | +652.2% | -458.0% | +145.4% |
| All | +115.1% | +56.8% | +58.3% | +90.3% |
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 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