+55.6%
RGTI vs XRT
-3.1%
+58.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.6% |
| 7D | -0.1% | -3.6% | +3.4% | +4.8% |
| 30D | -16.2% | -6.7% | -9.5% | -8.4% |
| 3M | -22.0% | -1.4% | -20.6% | -21.9% |
| 6M | -10.8% | +1.7% | -12.5% | -13.1% |
| YTD | -31.6% | -1.5% | -30.1% | -29.9% |
| 1Y | -6.4% | -2.5% | -3.9% | -3.7% |
| 3Y | +665.7% | +39.9% | +625.8% | +468.2% |
| All | +55.6% | -3.1% | +58.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling