+56.8%
RGTI vs NSC
+42.7%
+14.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.3% |
| 7D | +0.5% | -2.8% | +3.2% | +2.3% |
| 30D | -17.1% | -4.5% | -12.6% | -14.8% |
| 3M | -26.0% | +3.5% | -29.5% | -28.7% |
| 6M | -9.9% | +8.5% | -18.4% | -17.3% |
| YTD | -31.1% | +12.3% | -43.4% | -38.9% |
| 1Y | -8.5% | +18.9% | -27.5% | -22.5% |
| 3Y | +652.2% | +74.1% | +578.1% | +385.1% |
| All | +56.8% | +42.7% | +14.1% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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