+184.2%
NOK vs RGTI
+53.1%
+131.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +8.7% | -0.1% | +8.8% | +8.7% |
| 30D | +12.5% | -16.2% | +28.7% | +13.5% |
| 3M | -20.7% | -22.0% | +1.3% | -19.9% |
| 6M | +36.2% | -10.8% | +46.9% | +36.6% |
| YTD | +64.1% | -31.6% | +95.7% | +65.8% |
| 1Y | +132.4% | -6.4% | +138.7% | +129.8% |
| 3Y | +182.9% | +665.7% | -482.8% | +136.0% |
| 5Y | +102.8% | +55.6% | +47.1% | +92.4% |
| All | +184.2% | +53.1% | +131.1% | +183.5% |
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 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