-73.6%
RGTI vs EME
-9.2%
-64.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -6.9% | -5.3% | -6.5% |
| 7D | -18.3% | -13.6% | -4.7% | -8.5% |
| 30D | -35.1% | -27.8% | -7.3% | -15.3% |
| 3M | -41.3% | -27.6% | -13.7% | -24.0% |
| 6M | -46.1% | -36.1% | -9.9% | -19.7% |
| YTD | -55.5% | -2.5% | -53.0% | -66.1% |
| 1Y | -73.6% | -11.7% | -61.9% | -72.9% |
| All | -73.6% | -9.2% | -64.3% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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