+56.8%
RGTI vs ELAN
-30.9%
+87.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.2% |
| 7D | +0.5% | -5.4% | +5.9% | +2.6% |
| 30D | -17.1% | +4.7% | -21.8% | -18.8% |
| 3M | -26.0% | -3.7% | -22.3% | -26.0% |
| 6M | -9.9% | -1.2% | -8.7% | -11.2% |
| YTD | -31.1% | +2.4% | -33.4% | -32.9% |
| 1Y | -8.5% | +23.4% | -31.9% | -18.0% |
| 3Y | +652.2% | +96.7% | +555.5% | +383.7% |
| All | +56.8% | -30.9% | +87.7% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling