+54.2%
RGTI vs NTR
+70.0%
-15.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +0.5% | -1.3% | +1.7% | +0.9% |
| 30D | -17.1% | +16.8% | -33.9% | -21.1% |
| 3M | -26.0% | +20.7% | -46.7% | -30.8% |
| 6M | -9.9% | +0.5% | -10.4% | -11.0% |
| YTD | -31.1% | +29.2% | -60.2% | -37.7% |
| 1Y | -8.5% | +39.6% | -48.1% | -19.6% |
| 3Y | +652.2% | +37.9% | +614.3% | +543.3% |
| 5Y | +56.8% | +47.1% | +9.7% | +44.0% |
| All | +54.2% | +70.0% | -15.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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