+53.9%
RGTI vs FIS
-71.5%
+125.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.1% |
| 7D | +2.5% | -9.1% | +11.6% | +6.6% |
| 30D | -13.7% | -10.4% | -3.2% | -9.8% |
| 3M | -22.6% | -3.7% | -18.9% | -23.3% |
| 6M | -13.4% | -24.8% | +11.4% | -3.4% |
| YTD | -31.2% | -41.6% | +10.4% | -13.1% |
| 1Y | -7.6% | -42.7% | +35.1% | +16.9% |
| 3Y | +669.7% | -26.2% | +695.9% | +753.5% |
| 5Y | +57.0% | -66.1% | +123.2% | +95.7% |
| All | +53.9% | -71.5% | +125.5% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling