+54.2%
RGTI vs NYT
+47.1%
+7.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.5% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | -17.1% | +4.6% | -21.7% | -19.1% |
| 3M | -26.0% | -9.6% | -16.4% | -23.6% |
| 6M | -9.9% | -14.0% | +4.1% | -4.9% |
| YTD | -31.1% | -2.8% | -28.2% | -33.2% |
| 1Y | -8.5% | +15.6% | -24.1% | -21.9% |
| 3Y | +652.2% | +56.3% | +595.9% | +419.5% |
| 5Y | +56.8% | +39.5% | +17.3% | -5.5% |
| All | +54.2% | +47.1% | +7.2% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling