+50.2%
XLE vs RGTI
-6.1%
+56.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +6.6% | -16.2% | +22.8% | +6.5% |
| 3M | +12.3% | -22.0% | +34.3% | +12.3% |
| 6M | +18.4% | -10.8% | +29.2% | +18.6% |
| YTD | +47.2% | -31.6% | +78.8% | +47.8% |
| All | +50.2% | -6.1% | +56.4% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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