+56.8%
RGTI vs XHB
+33.0%
+23.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.8% |
| 7D | +0.5% | -4.6% | +5.1% | +5.1% |
| 30D | -17.1% | -9.1% | -8.0% | -9.0% |
| 3M | -26.0% | -8.6% | -17.4% | -20.1% |
| 6M | -9.9% | -4.0% | -5.8% | -7.3% |
| YTD | -31.1% | -3.9% | -27.1% | -30.3% |
| 1Y | -8.5% | -16.5% | +8.0% | +5.5% |
| 3Y | +652.2% | +22.6% | +629.6% | +500.0% |
| All | +56.8% | +33.0% | +23.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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