+5.7%
XLP vs RGTI
-0.1%
+5.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -1.2% |
| 7D | -2.9% | +2.5% | -5.4% | -2.8% |
| 30D | -2.2% | -13.7% | +11.4% | -2.5% |
| 3M | -0.6% | -22.6% | +22.0% | -0.8% |
| 6M | -2.2% | -13.4% | +11.2% | -2.2% |
| YTD | +8.3% | -31.2% | +39.5% | +7.9% |
| 1Y | +5.7% | -7.6% | +13.4% | +4.7% |
| All | +5.7% | -0.1% | +5.8% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling