+229.6%
XLE vs RGTI
+53.5%
+176.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.2% | -2.5% | +4.7% | +2.2% |
| 30D | +11.8% | -9.4% | +21.2% | +11.9% |
| 3M | +9.8% | -37.1% | +46.9% | +10.6% |
| 6M | +15.6% | -14.4% | +30.0% | +15.3% |
| YTD | +45.3% | -31.4% | +76.6% | +45.4% |
| 1Y | +48.3% | +0.5% | +47.8% | +46.6% |
| 3Y | +55.4% | +726.1% | -670.7% | +39.3% |
| 5Y | +216.1% | +56.2% | +159.9% | +197.2% |
| All | +229.6% | +53.5% | +176.0% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling