+226.0%
XLE vs RGTI
+56.1%
+169.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 3M | +12.3% | -22.0% | +34.3% | +12.6% |
| 6M | +18.4% | -10.8% | +29.2% | +18.0% |
| YTD | +47.2% | -31.6% | +78.8% | +47.4% |
| 1Y | +50.3% | -6.4% | +56.6% | +48.8% |
| 3Y | +55.3% | +665.7% | -610.4% | +39.6% |
| 5Y | +226.0% | +55.6% | +170.3% | +225.2% |
| All | +226.0% | +56.1% | +169.8% | +225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling