-80.9%
FIG vs RGTI
+3.8%
-84.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.4% | -2.9% |
| 7D | -14.5% | +2.5% | -16.9% | -14.7% |
| 30D | -13.3% | -13.7% | +0.3% | -12.3% |
| 3M | +7.4% | -22.6% | +30.0% | +9.4% |
| 6M | -27.8% | -13.4% | -14.4% | -28.8% |
| YTD | -41.1% | -31.2% | -9.9% | -40.7% |
| 1Y | -58.7% | -7.6% | -51.1% | -47.5% |
| All | -80.9% | +3.8% | -84.8% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling