+54.2%
RGTI vs ELF
+221.2%
-167.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | +0.5% | -11.6% | +12.1% | +5.1% |
| 30D | -17.1% | +4.6% | -21.7% | -19.0% |
| 3M | -26.0% | +59.7% | -85.7% | -38.9% |
| 6M | -9.9% | +21.2% | -31.1% | -18.2% |
| YTD | -31.1% | +27.4% | -58.5% | -39.3% |
| 1Y | -8.5% | -29.8% | +21.3% | -2.7% |
| 3Y | +652.2% | -28.5% | +680.7% | +591.5% |
| 5Y | +56.8% | +220.0% | -163.3% | -28.9% |
| All | +54.2% | +221.2% | -167.0% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling