-68.1%
RGTI vs FIS
-50.5%
-17.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.7% | +24.8% | +0.3% |
| 7D | -9.6% | -18.4% | +8.8% | -10.4% |
| 30D | -26.0% | -11.4% | -14.6% | -27.2% |
| 3M | -35.8% | -32.0% | -3.8% | -35.4% |
| 6M | -36.7% | -35.6% | -1.1% | -33.8% |
| YTD | -49.4% | -53.8% | +4.4% | -41.8% |
| 1Y | -68.1% | -51.1% | -17.1% | -63.2% |
| All | -68.1% | -50.5% | -17.6% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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