+646.8%
RGTI vs XLB
+30.6%
+616.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +1.6% |
| 7D | -0.1% | -3.5% | +3.4% | +6.3% |
| 30D | -16.2% | -4.7% | -11.5% | -9.0% |
| 3M | -22.0% | +2.7% | -24.8% | -27.2% |
| 6M | -10.8% | +2.6% | -13.4% | -15.7% |
| YTD | -31.6% | +12.8% | -44.4% | -46.3% |
| 1Y | -6.4% | +14.0% | -20.3% | -28.3% |
| All | +646.8% | +30.6% | +616.2% | +311.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling