+53.5%
RGTI vs FAST
+117.5%
-63.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | -9.4% | -0.8% | -8.6% | -9.0% |
| 3M | -37.1% | +5.8% | -42.8% | -39.4% |
| 6M | -14.4% | +8.0% | -22.4% | -19.4% |
| YTD | -31.4% | +25.6% | -57.0% | -41.6% |
| 1Y | +0.5% | +0.8% | -0.3% | -1.8% |
| 3Y | +726.1% | +86.1% | +640.0% | +423.9% |
| 5Y | +56.2% | +100.2% | -44.0% | -10.3% |
| All | +53.5% | +117.5% | -63.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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