-1.6%
XLY vs RGTI
-72.9%
+71.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.1% | +8.3% | -2.9% |
| 7D | +1.2% | -18.3% | +19.6% | +2.7% |
| 30D | +5.3% | -35.1% | +40.4% | +8.5% |
| 3M | -0.6% | -41.3% | +40.7% | +2.9% |
| 6M | +0.1% | -46.1% | +46.1% | +3.0% |
| YTD | -0.9% | -55.5% | +54.7% | +1.5% |
| 1Y | -1.6% | -73.6% | +72.0% | +3.7% |
| All | -1.6% | -72.9% | +71.3% | +3.7% |
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