-68.1%
RGTI vs NOC
-7.1%
-61.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.7% | +1.9% |
| 7D | -9.6% | -5.0% | -4.6% | -8.9% |
| 30D | -26.0% | +10.3% | -36.3% | -28.2% |
| 3M | -35.8% | -4.3% | -31.4% | -35.1% |
| 6M | -36.7% | -6.5% | -30.2% | -35.0% |
| YTD | -49.4% | -6.7% | -42.6% | -55.0% |
| 1Y | -68.1% | -7.5% | -60.6% | -71.0% |
| All | -68.1% | -7.1% | -61.1% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling