+652.2%
RGTI vs XME
+122.1%
+530.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +2.1% |
| 7D | +0.5% | -4.2% | +4.7% | +6.5% |
| 30D | -17.1% | -2.7% | -14.4% | -13.9% |
| 3M | -26.0% | -3.9% | -22.1% | -21.2% |
| 6M | -9.9% | -1.0% | -8.9% | -5.2% |
| YTD | -31.1% | +9.8% | -40.9% | -35.7% |
| 1Y | -8.5% | +32.5% | -41.1% | -31.2% |
| 3Y | +652.2% | +124.3% | +527.9% | +152.6% |
| All | +652.2% | +122.1% | +530.2% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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