+56.8%
RGTI vs XLC
+39.8%
+17.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.8% |
| 7D | +0.5% | +0.5% | 0.0% | -0.3% |
| 30D | -17.1% | +2.1% | -19.2% | -20.1% |
| 3M | -26.0% | +0.7% | -26.7% | -28.1% |
| 6M | -9.9% | -3.2% | -6.7% | -5.5% |
| YTD | -31.1% | -3.8% | -27.3% | -27.7% |
| 1Y | -8.5% | -2.0% | -6.5% | -5.9% |
| 3Y | +652.2% | +71.4% | +580.9% | +289.4% |
| All | +56.8% | +39.8% | +17.0% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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