+27.1%
XLP vs RGTI
+714.9%
-687.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -0.7% |
| 7D | -1.4% | +5.5% | -6.9% | -1.4% |
| 30D | -1.3% | -11.9% | +10.6% | -1.3% |
| 3M | +1.8% | -27.4% | +29.2% | +1.9% |
| 6M | -0.8% | -7.1% | +6.2% | -0.9% |
| YTD | +9.5% | -28.6% | +38.1% | +9.5% |
| 1Y | +7.2% | +4.4% | +2.8% | +6.7% |
| 3Y | +27.1% | +698.5% | -671.4% | +20.9% |
| All | +27.1% | +714.9% | -687.8% | +20.9% |
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