-68.1%
RGTI vs XLB
+29.8%
-98.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | -1.6% |
| 7D | -9.6% | +3.9% | -13.5% | -13.9% |
| 30D | -26.0% | +8.9% | -34.9% | -33.3% |
| 3M | -35.8% | +4.1% | -39.9% | -39.0% |
| 6M | -36.7% | +7.3% | -44.0% | -41.9% |
| YTD | -49.4% | +20.4% | -69.8% | -58.6% |
| 1Y | -68.1% | +29.5% | -97.7% | -76.3% |
| All | -68.1% | +29.8% | -98.0% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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