-13.4%
RGTI vs ED
-2.9%
-10.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -4.7% |
| 7D | +2.5% | -0.2% | +2.7% | +2.1% |
| 30D | -13.7% | +1.9% | -15.6% | -10.8% |
| 3M | -22.6% | +1.9% | -24.5% | -20.8% |
| 6M | -13.4% | -2.3% | -11.2% | -14.0% |
| All | -13.4% | -2.9% | -10.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 6mo: compounded portfolio wealth divided by compounded ED 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…
6mo analysis · Full analysis span regression · 6 months rolling