-8.1%
RGTI vs XE
-50.4%
+42.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.7% | +6.5% | +3.4% |
| 7D | +0.5% | -15.7% | +16.2% | +8.2% |
| 30D | -17.1% | -26.6% | +9.5% | -5.4% |
| 3M | -26.0% | -20.3% | -5.7% | -21.4% |
| All | -8.1% | -50.4% | +42.3% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · Available span rolling