+56.8%
RGTI vs XYZ
-68.2%
+124.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.5% | -4.3% | +4.8% | +2.8% |
| 30D | -17.1% | +1.2% | -18.3% | -17.8% |
| 3M | -26.0% | +14.6% | -40.6% | -31.7% |
| 6M | -9.9% | +22.6% | -32.4% | -19.2% |
| YTD | -31.1% | +21.7% | -52.8% | -38.9% |
| 1Y | -8.5% | +6.7% | -15.2% | -13.1% |
| 3Y | +652.2% | +46.8% | +605.4% | +496.6% |
| All | +56.8% | -68.2% | +124.9% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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