+53.1%
RGTI vs NOC
+65.0%
-11.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.1% | -1.8% | +1.6% | 0.0% |
| 30D | -16.2% | -9.4% | -6.8% | -15.7% |
| 3M | -22.0% | -3.8% | -18.2% | -21.9% |
| 6M | -10.8% | -28.8% | +18.0% | -8.8% |
| YTD | -31.6% | -7.9% | -23.7% | -30.7% |
| 1Y | -6.4% | -9.0% | +2.7% | -5.2% |
| 3Y | +665.7% | +29.1% | +636.6% | +633.8% |
| 5Y | +55.6% | +58.9% | -3.3% | +50.1% |
| All | +53.1% | +65.0% | -11.8% | +47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling