+53.9%
RGTI vs EMB
+10.6%
+43.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.4% |
| 30D | -13.7% | -0.3% | -13.4% | -12.9% |
| 3M | -22.6% | -0.3% | -22.3% | -21.2% |
| 6M | -13.4% | +0.7% | -14.2% | -12.8% |
| YTD | -31.2% | +1.3% | -32.5% | -31.7% |
| 1Y | -7.6% | +4.7% | -12.3% | -15.6% |
| 3Y | +669.7% | +30.1% | +639.6% | +360.6% |
| 5Y | +57.0% | +6.9% | +50.2% | +16.8% |
| All | +53.9% | +10.6% | +43.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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