+2.4%
XLU vs RGTI
-5.4%
+7.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -3.3% | -17.1% | +13.8% | -3.1% |
| 3M | -3.2% | -26.0% | +22.8% | -2.8% |
| 6M | -7.0% | -9.9% | +2.9% | -7.4% |
| YTD | +0.6% | -31.1% | +31.7% | +0.6% |
| 1Y | +2.4% | -8.5% | +10.9% | +5.7% |
| All | +2.4% | -5.4% | +7.9% | +5.7% |
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