-13.4%
RGTI vs ELF
+25.5%
-38.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | -2.2% |
| 7D | +2.5% | -6.8% | +9.3% | +4.9% |
| 30D | -13.7% | +5.1% | -18.7% | -15.7% |
| 3M | -22.6% | +79.8% | -102.4% | -38.7% |
| 6M | -13.4% | +29.7% | -43.1% | -23.7% |
| All | -13.4% | +25.5% | -38.9% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling