-68.1%
RGTI vs ELAN
+13.9%
-82.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | 0.0% |
| 7D | -9.6% | +11.7% | -21.3% | -13.4% |
| 30D | -26.0% | +12.4% | -38.4% | -29.4% |
| 3M | -35.8% | -1.1% | -34.6% | -35.8% |
| 6M | -36.7% | +12.4% | -49.1% | -42.4% |
| YTD | -49.4% | +11.8% | -61.2% | -52.7% |
| 1Y | -68.1% | +12.5% | -80.6% | -69.5% |
| All | -68.1% | +13.9% | -82.0% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling