+53.1%
RGTI vs NWSA
+12.5%
+40.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -0.1% | -4.8% | +4.6% | +3.3% |
| 30D | -16.2% | +3.0% | -19.2% | -18.0% |
| 3M | -22.0% | +9.3% | -31.3% | -28.9% |
| 6M | -10.8% | +23.2% | -34.0% | -26.5% |
| YTD | -31.6% | +13.3% | -44.9% | -40.5% |
| 1Y | -6.4% | +2.9% | -9.3% | -12.2% |
| 3Y | +665.7% | +43.3% | +622.3% | +461.8% |
| 5Y | +55.6% | +40.9% | +14.8% | +6.8% |
| All | +53.1% | +12.5% | +40.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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