+53.1%
RGTI vs XME
+195.9%
-142.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +3.2% |
| 7D | -0.1% | -3.0% | +2.9% | +2.9% |
| 30D | -16.2% | -2.6% | -13.6% | -13.8% |
| 3M | -22.0% | +2.2% | -24.2% | -22.7% |
| 6M | -10.8% | +0.7% | -11.5% | -7.7% |
| YTD | -31.6% | +10.9% | -42.5% | -33.8% |
| 1Y | -6.4% | +35.7% | -42.1% | -21.7% |
| 3Y | +665.7% | +127.1% | +538.5% | +343.6% |
| 5Y | +55.6% | +168.5% | -112.8% | -8.3% |
| All | +53.1% | +195.9% | -142.8% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling