+49.0%
XLU vs RGTI
+54.2%
-5.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 6M | -7.0% | -9.9% | +2.9% | -7.1% |
| YTD | +0.6% | -31.1% | +31.7% | +0.7% |
| 1Y | +2.4% | -8.5% | +10.9% | +2.0% |
| 3Y | +46.3% | +652.2% | -606.0% | +39.5% |
| 5Y | +44.0% | +56.8% | -12.8% | +35.6% |
| All | +49.0% | +54.2% | -5.3% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling