+55.8%
RGTI vs NYT
+48.5%
+7.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -2.8% |
| 7D | +0.5% | +4.5% | -4.1% | -2.0% |
| 30D | -18.9% | +8.6% | -27.4% | -22.6% |
| 3M | -27.2% | -3.8% | -23.4% | -27.3% |
| 6M | -5.6% | -10.8% | +5.2% | -2.1% |
| YTD | -31.1% | +2.2% | -33.2% | -35.3% |
| 1Y | -20.0% | +20.8% | -40.8% | -34.3% |
| 3Y | +691.2% | +68.0% | +623.2% | +404.8% |
| 5Y | +55.8% | +49.9% | +5.9% | -13.6% |
| All | +55.8% | +48.5% | +7.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling