+53.9%
RGTI vs EL
-65.6%
+119.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.2% |
| 7D | +2.5% | -2.4% | +4.8% | +3.6% |
| 30D | -13.7% | +13.7% | -27.3% | -19.5% |
| 3M | -22.6% | +14.5% | -37.1% | -28.0% |
| 6M | -13.4% | +7.4% | -20.8% | -17.6% |
| YTD | -31.2% | -4.7% | -26.5% | -31.5% |
| 1Y | -7.6% | +12.9% | -20.6% | -15.2% |
| 3Y | +669.7% | -32.2% | +701.9% | +698.6% |
| 5Y | +57.0% | -68.4% | +125.4% | +120.4% |
| All | +53.9% | -65.6% | +119.6% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling