+55.6%
RGTI vs FDS
-28.1%
+83.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +1.3% |
| 7D | -0.1% | -16.0% | +15.9% | +5.3% |
| 30D | -16.2% | -6.7% | -9.5% | -14.8% |
| 3M | -22.0% | +6.0% | -28.0% | -25.9% |
| 6M | -10.8% | +25.1% | -35.9% | -23.5% |
| YTD | -31.6% | -8.1% | -23.4% | -30.9% |
| 1Y | -6.4% | -26.0% | +19.7% | +6.6% |
| 3Y | +665.7% | -36.4% | +702.1% | +883.4% |
| All | +55.6% | -28.1% | +83.8% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling