+54.2%
RGTI vs NRG
+246.3%
-192.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | +0.5% | -4.7% | +5.1% | +3.0% |
| 30D | -17.1% | -6.0% | -11.1% | -14.8% |
| 3M | -26.0% | -8.0% | -18.0% | -24.8% |
| 6M | -9.9% | -23.2% | +13.3% | +0.3% |
| YTD | -31.1% | -28.1% | -3.0% | -21.2% |
| 1Y | -8.5% | -27.3% | +18.8% | +5.5% |
| 3Y | +652.2% | +208.7% | +443.6% | +318.9% |
| 5Y | +56.8% | +197.7% | -140.9% | -11.4% |
| All | +54.2% | +246.3% | -192.0% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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