+43.2%
XLP vs RGTI
+1,192.6%
-1,149.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +0.1% |
| 7D | +2.3% | +9.6% | -7.3% | +2.4% |
| 30D | +9.1% | -13.4% | +22.5% | +9.1% |
| 3M | +7.9% | -31.2% | +39.0% | +7.9% |
| 6M | +9.6% | -35.9% | +45.5% | +9.6% |
| YTD | +19.4% | -45.1% | +64.6% | +19.4% |
| 1Y | +22.4% | -63.3% | +85.6% | +22.5% |
| 3Y | +43.2% | +1,152.6% | -1,109.4% | +35.1% |
| All | +43.2% | +1,192.6% | -1,149.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling