+53.9%
RGTI vs FDS
-7.5%
+61.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.6% |
| 7D | +2.5% | -8.8% | +11.3% | +5.3% |
| 30D | -13.7% | -1.4% | -12.3% | -13.7% |
| 3M | -22.6% | +13.9% | -36.5% | -27.9% |
| 6M | -13.4% | +27.4% | -40.8% | -24.9% |
| YTD | -31.2% | -2.5% | -28.7% | -31.8% |
| 1Y | -7.6% | -23.8% | +16.2% | +4.7% |
| 3Y | +669.7% | -32.5% | +702.2% | +856.7% |
| 5Y | +57.0% | -23.2% | +80.2% | +88.2% |
| All | +53.9% | -7.5% | +61.4% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling