-73.6%
RGTI vs NYT
+11.3%
-84.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -1.4% | -10.7% | -12.4% |
| 7D | -18.3% | -5.5% | -12.8% | -19.3% |
| 30D | -35.1% | +2.7% | -37.8% | -34.7% |
| 3M | -41.3% | +0.5% | -41.8% | -41.2% |
| 6M | -46.1% | -14.6% | -31.5% | -47.3% |
| YTD | -55.5% | -4.4% | -51.1% | -48.8% |
| 1Y | -73.6% | +15.2% | -88.8% | -57.6% |
| All | -73.6% | +11.3% | -84.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling