+54.2%
RGTI vs EL
-66.2%
+120.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.4% |
| 7D | +0.5% | -6.5% | +7.0% | +3.7% |
| 30D | -17.1% | +11.1% | -28.2% | -21.9% |
| 3M | -26.0% | +10.7% | -36.7% | -30.1% |
| 6M | -9.9% | +6.9% | -16.7% | -14.0% |
| YTD | -31.1% | -6.3% | -24.8% | -30.9% |
| 1Y | -8.5% | +13.5% | -22.0% | -16.1% |
| 3Y | +652.2% | -33.1% | +685.3% | +684.8% |
| 5Y | +56.8% | -68.8% | +125.5% | +121.8% |
| All | +54.2% | -66.2% | +120.4% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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