+53.9%
RGTI vs ED
+66.7%
-12.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -4.0% |
| 7D | +2.5% | -0.2% | +2.7% | +2.4% |
| 30D | -13.7% | +1.9% | -15.6% | -12.6% |
| 3M | -22.6% | +1.9% | -24.5% | -21.4% |
| 6M | -13.4% | -2.3% | -11.2% | -13.1% |
| YTD | -31.2% | +10.9% | -42.1% | -27.0% |
| 1Y | -7.6% | +14.5% | -22.1% | -0.4% |
| 3Y | +669.7% | +33.4% | +636.3% | +734.9% |
| 5Y | +57.0% | +67.3% | -10.2% | +74.1% |
| All | +53.9% | +66.7% | -12.8% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling