+54.2%
RGTI vs EME
+561.8%
-507.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -2.5% |
| 7D | +0.5% | +3.5% | -3.1% | -2.1% |
| 30D | -17.1% | -6.3% | -10.8% | -13.2% |
| 3M | -26.0% | -3.8% | -22.2% | -24.2% |
| 6M | -9.9% | +8.5% | -18.4% | -15.2% |
| YTD | -31.1% | +27.8% | -58.9% | -42.9% |
| 1Y | -8.5% | +22.2% | -30.7% | -23.6% |
| 3Y | +652.2% | +253.5% | +398.7% | +202.5% |
| 5Y | +56.8% | +578.6% | -521.9% | -50.2% |
| All | +54.2% | +561.8% | -507.6% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling