+54.2%
RGTI vs NTRS
+108.5%
-54.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | -0.1% |
| 7D | +0.5% | +1.4% | -0.9% | -0.6% |
| 30D | -17.1% | -0.7% | -16.4% | -16.7% |
| 3M | -26.0% | +11.3% | -37.3% | -32.0% |
| 6M | -9.9% | +35.5% | -45.4% | -29.1% |
| YTD | -31.1% | +40.6% | -71.7% | -46.7% |
| 1Y | -8.5% | +49.2% | -57.7% | -31.9% |
| 3Y | +652.2% | +167.2% | +485.0% | +287.2% |
| 5Y | +56.8% | +94.9% | -38.2% | -10.3% |
| All | +54.2% | +108.5% | -54.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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