+54.2%
RGTI vs FITB
+77.3%
-23.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.3% |
| 7D | +0.5% | -0.3% | +0.7% | +0.6% |
| 30D | -17.1% | -5.7% | -11.4% | -13.5% |
| 3M | -26.0% | +3.2% | -29.1% | -28.3% |
| 6M | -9.9% | +23.4% | -33.3% | -23.1% |
| YTD | -31.1% | +18.8% | -49.9% | -40.0% |
| 1Y | -8.5% | +25.0% | -33.5% | -23.0% |
| 3Y | +652.2% | +131.2% | +521.0% | +342.7% |
| 5Y | +56.8% | +70.7% | -13.9% | +6.3% |
| All | +54.2% | +77.3% | -23.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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