+53.9%
RGTI vs ECL
+28.8%
+25.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.6% |
| 7D | +2.5% | -2.7% | +5.2% | +3.9% |
| 30D | -13.7% | -4.3% | -9.4% | -12.0% |
| 3M | -22.6% | +3.2% | -25.8% | -24.9% |
| 6M | -13.4% | -2.9% | -10.5% | -13.3% |
| YTD | -31.2% | +4.3% | -35.4% | -34.1% |
| 1Y | -7.6% | +1.6% | -9.3% | -10.6% |
| 3Y | +669.7% | +54.3% | +615.4% | +478.8% |
| 5Y | +57.0% | +26.5% | +30.5% | +10.9% |
| All | +53.9% | +28.8% | +25.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling