+51.6%
XLP vs RGTI
+12.2%
+39.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.6% | +9.0% | +0.5% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +8.3% | -16.2% | +24.5% | +8.4% |
| 3M | +8.7% | -38.6% | +47.3% | +8.8% |
| 6M | +11.2% | -45.8% | +57.0% | +11.3% |
| YTD | +20.0% | -49.8% | +69.8% | +20.1% |
| 1Y | +21.3% | -64.6% | +86.0% | +21.7% |
| 3Y | +43.8% | +1,045.4% | -1,001.5% | +37.3% |
| 5Y | +43.3% | +6.7% | +36.6% | +36.9% |
| All | +51.6% | +12.2% | +39.4% | +47.0% |
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