+55.6%
RGTI vs ECL
+25.4%
+30.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | -2.6% | +2.5% | +1.3% |
| 30D | -16.2% | -4.6% | -11.6% | -14.4% |
| 3M | -22.0% | +6.0% | -28.0% | -25.6% |
| 6M | -10.8% | -3.0% | -7.8% | -10.6% |
| YTD | -31.6% | +4.0% | -35.6% | -34.5% |
| 1Y | -6.4% | +2.0% | -8.4% | -9.7% |
| 3Y | +665.7% | +53.9% | +611.7% | +466.7% |
| All | +55.6% | +25.4% | +30.2% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling