+177.7%
XLK vs RGTI
+54.2%
+123.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +0.2% | +0.5% | -0.3% | +0.2% |
| 30D | -0.6% | -17.1% | +16.5% | +0.5% |
| 3M | +2.6% | -26.0% | +28.5% | +4.2% |
| 6M | +34.0% | -9.9% | +43.8% | +33.6% |
| YTD | +30.7% | -31.1% | +61.7% | +31.8% |
| 1Y | +39.2% | -8.5% | +47.7% | +36.6% |
| 3Y | +120.4% | +652.2% | -531.8% | +71.9% |
| 5Y | +148.8% | +56.8% | +92.0% | +115.7% |
| All | +177.7% | +54.2% | +123.4% | +137.1% |
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 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