+54.2%
RGTI vs EMR
+83.6%
-29.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | -1.7% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | -17.1% | -6.8% | -10.3% | -11.3% |
| 3M | -26.0% | +7.5% | -33.5% | -31.1% |
| 6M | -9.9% | +9.9% | -19.7% | -17.3% |
| YTD | -31.1% | +16.0% | -47.0% | -39.4% |
| 1Y | -8.5% | +12.4% | -21.0% | -16.9% |
| 3Y | +652.2% | +60.2% | +592.0% | +449.9% |
| 5Y | +56.8% | +67.9% | -11.1% | +5.8% |
| All | +54.2% | +83.6% | -29.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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