+53.9%
RGTI vs XRT
-0.2%
+54.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -1.5% |
| 7D | +2.5% | -2.4% | +4.9% | +5.6% |
| 30D | -13.7% | -6.9% | -6.7% | -5.8% |
| 3M | -22.6% | -0.4% | -22.2% | -23.4% |
| 6M | -13.4% | +2.2% | -15.6% | -16.0% |
| YTD | -31.2% | -0.7% | -30.5% | -30.3% |
| 1Y | -7.6% | -2.0% | -5.6% | -5.5% |
| 3Y | +669.7% | +41.0% | +628.7% | +482.8% |
| 5Y | +57.0% | -3.3% | +60.3% | +37.1% |
| All | +53.9% | -0.2% | +54.2% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling