+46.5%
XLV vs RGTI
+54.2%
-7.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | +0.5% | -4.0% | -3.6% |
| 30D | -1.8% | -17.1% | +15.3% | -1.6% |
| 3M | +7.8% | -26.0% | +33.8% | +8.1% |
| 6M | +9.1% | -9.9% | +19.0% | +8.9% |
| YTD | +7.7% | -31.1% | +38.8% | +7.8% |
| 1Y | +20.4% | -8.5% | +28.9% | +19.6% |
| 3Y | +30.8% | +652.2% | -621.4% | +22.6% |
| 5Y | +34.6% | +56.8% | -22.1% | +28.7% |
| All | +46.5% | +54.2% | -7.7% | +40.8% |
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