+54.2%
RGTI vs FIS
-71.1%
+125.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +0.5% | -7.9% | +8.4% | +3.9% |
| 30D | -17.1% | -8.0% | -9.1% | -14.4% |
| 3M | -26.0% | +0.6% | -26.6% | -28.2% |
| 6M | -9.9% | -22.2% | +12.3% | -1.0% |
| YTD | -31.1% | -40.8% | +9.7% | -13.4% |
| 1Y | -8.5% | -41.5% | +33.0% | +14.7% |
| 3Y | +652.2% | -25.5% | +677.7% | +730.5% |
| 5Y | +56.8% | -64.8% | +121.5% | +94.2% |
| All | +54.2% | -71.1% | +125.4% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling