+54.2%
RGTI vs FDS
-13.9%
+68.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.1% |
| 7D | +0.5% | -14.0% | +14.5% | +5.0% |
| 30D | -17.1% | -6.2% | -10.9% | -16.0% |
| 3M | -26.0% | +10.2% | -36.1% | -30.6% |
| 6M | -9.9% | +27.4% | -37.3% | -23.1% |
| YTD | -31.1% | -9.3% | -21.8% | -30.2% |
| 1Y | -8.5% | -28.6% | +20.1% | +5.4% |
| 3Y | +652.2% | -36.8% | +689.0% | +850.9% |
| 5Y | +56.8% | -28.6% | +85.4% | +91.9% |
| All | +54.2% | -13.9% | +68.2% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling