-13.4%
RGTI vs XLB
+5.2%
-18.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.3% |
| 7D | +2.5% | -2.9% | +5.4% | +6.3% |
| 30D | -13.7% | -3.4% | -10.3% | -10.0% |
| 3M | -22.6% | +1.6% | -24.2% | -25.5% |
| 6M | -13.4% | +3.6% | -17.1% | -17.7% |
| All | -13.4% | +5.2% | -18.6% | -17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling