+54.2%
RGTI vs NTAP
+195.8%
-141.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.5% | -7.8% | -5.2% |
| 7D | +0.5% | +7.4% | -6.9% | -4.7% |
| 30D | -17.1% | -1.4% | -15.7% | -16.6% |
| 3M | -26.0% | +24.6% | -50.5% | -36.9% |
| 6M | -9.9% | +105.9% | -115.7% | -48.7% |
| YTD | -31.1% | +88.5% | -119.6% | -58.4% |
| 1Y | -8.5% | +62.1% | -70.6% | -37.5% |
| 3Y | +652.2% | +169.1% | +483.2% | +256.5% |
| 5Y | +56.8% | +141.9% | -85.1% | -29.9% |
| All | +54.2% | +195.8% | -141.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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