+54.2%
RGTI vs ECL
+30.6%
+23.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | +0.5% | -1.1% | +1.6% | +1.0% |
| 30D | -17.1% | -0.8% | -16.3% | -16.9% |
| 3M | -26.0% | +5.0% | -31.0% | -28.9% |
| 6M | -9.9% | +0.2% | -10.1% | -11.2% |
| YTD | -31.1% | +5.8% | -36.8% | -34.4% |
| 1Y | -8.5% | +1.5% | -10.1% | -11.3% |
| 3Y | +652.2% | +55.0% | +597.2% | +464.6% |
| 5Y | +56.8% | +29.3% | +27.5% | +10.0% |
| All | +54.2% | +30.6% | +23.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling