+53.9%
RGTI vs ELV
+11.2%
+42.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.6% |
| 7D | +2.5% | -2.2% | +4.7% | +2.5% |
| 30D | -13.7% | -0.2% | -13.5% | -13.6% |
| 3M | -22.6% | -6.1% | -16.5% | -22.7% |
| 6M | -13.4% | +42.8% | -56.2% | -13.5% |
| YTD | -31.2% | +14.4% | -45.6% | -31.3% |
| 1Y | -7.6% | +28.6% | -36.2% | -7.5% |
| 3Y | +669.7% | -7.4% | +677.1% | +688.8% |
| 5Y | +57.0% | +14.5% | +42.6% | +62.6% |
| All | +53.9% | +11.2% | +42.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 all: compounded portfolio wealth divided by compounded ELV 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…
all analysis · Full analysis span regression · 6 months rolling