+56.8%
RGTI vs NOC
+58.2%
-1.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | -17.1% | -9.7% | -7.4% | -16.6% |
| 3M | -26.0% | -5.6% | -20.3% | -25.8% |
| 6M | -9.9% | -28.6% | +18.7% | -7.9% |
| YTD | -31.1% | -7.9% | -23.2% | -30.2% |
| 1Y | -8.5% | -9.5% | +1.0% | -7.3% |
| 3Y | +652.2% | +28.4% | +623.8% | +620.3% |
| All | +56.8% | +58.2% | -1.4% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling