-68.1%
RGTI vs FDS
+31.1%
-99.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +1.5% |
| 7D | -9.6% | +9.4% | -19.0% | -8.6% |
| 30D | -26.0% | +23.8% | -49.8% | -24.4% |
| 3M | -35.8% | +25.1% | -60.9% | -34.3% |
| 6M | -36.7% | +53.8% | -90.5% | -35.4% |
| YTD | -49.4% | +19.6% | -68.9% | -51.1% |
| 1Y | -68.1% | +31.6% | -99.8% | -65.2% |
| All | -68.1% | +31.1% | -99.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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