+36.8%
XLP vs RGTI
+53.1%
-16.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -1.9% | -16.2% | +14.3% | -1.8% |
| 3M | -2.1% | -22.0% | +19.9% | -2.1% |
| 6M | -1.8% | -10.8% | +8.9% | -1.9% |
| YTD | +8.3% | -31.6% | +39.9% | +8.3% |
| 1Y | +6.8% | -6.4% | +13.2% | +6.4% |
| 3Y | +25.7% | +665.7% | -639.9% | +20.6% |
| 5Y | +31.9% | +55.6% | -23.7% | +26.4% |
| All | +36.8% | +53.1% | -16.3% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling