+0.5%
RGTI vs EME
+19.7%
-19.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.1% |
| 7D | -2.5% | +1.9% | -4.4% | -3.8% |
| 30D | -9.4% | -8.3% | -1.1% | -3.8% |
| 3M | -37.1% | -10.7% | -26.3% | -32.2% |
| 6M | -14.4% | +1.9% | -16.3% | -14.6% |
| YTD | -31.4% | +23.5% | -54.8% | -39.3% |
| 1Y | +0.5% | +18.0% | -17.4% | -9.8% |
| All | +0.5% | +19.7% | -19.2% | -9.8% |
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