-68.1%
RGTI vs ELF
-3.2%
-64.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.5% |
| 7D | -9.6% | -1.5% | -8.1% | -9.1% |
| 30D | -26.0% | +9.5% | -35.5% | -28.1% |
| 3M | -35.8% | +29.4% | -65.1% | -41.4% |
| 6M | -36.7% | +83.7% | -120.4% | -49.4% |
| YTD | -49.4% | +49.4% | -98.8% | -57.5% |
| 1Y | -68.1% | -3.9% | -64.2% | -70.2% |
| All | -68.1% | -3.2% | -64.9% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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