-8.5%
RGTI vs FIS
-40.5%
+32.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +0.5% | -7.9% | +8.4% | +0.6% |
| 30D | -17.1% | -8.0% | -9.1% | -17.0% |
| 3M | -26.0% | +0.6% | -26.6% | -28.2% |
| 6M | -9.9% | -22.2% | +12.3% | -5.0% |
| YTD | -31.1% | -40.8% | +9.7% | -30.5% |
| 1Y | -8.5% | -41.5% | +33.0% | -6.7% |
| All | -8.5% | -40.5% | +32.0% | -6.7% |
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