-51.7%
FIG vs RGTI
-69.7%
+18.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.1% |
| 7D | -4.7% | -9.6% | +4.9% | -3.6% |
| 30D | +0.5% | -26.0% | +26.6% | +3.6% |
| 3M | -18.4% | -35.8% | +17.4% | -15.1% |
| 6M | +10.9% | -36.7% | +47.5% | +12.9% |
| YTD | -40.8% | -49.4% | +8.6% | -38.3% |
| 1Y | -51.7% | -68.1% | +16.4% | -45.5% |
| All | -51.7% | -69.7% | +18.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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