-68.1%
RGTI vs XRT
+18.0%
-86.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | -4.5% |
| 7D | -9.6% | +8.0% | -17.6% | -17.3% |
| 30D | -26.0% | +13.0% | -39.0% | -36.2% |
| 3M | -35.8% | +1.7% | -37.5% | -36.8% |
| 6M | -36.7% | +12.6% | -49.2% | -47.5% |
| YTD | -49.4% | +10.7% | -60.0% | -56.8% |
| 1Y | -68.1% | +18.4% | -86.5% | -74.9% |
| All | -68.1% | +18.0% | -86.1% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling