-68.1%
RGTI vs FIX
+14.3%
-82.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.1% | +16.2% | +10.4% |
| 7D | -9.6% | -18.9% | +9.3% | +1.8% |
| 30D | -26.0% | -36.3% | +10.3% | -2.4% |
| 3M | -35.8% | -38.5% | +2.8% | -14.0% |
| 6M | -36.7% | -42.3% | +5.6% | -11.6% |
| YTD | -49.4% | +17.1% | -66.5% | -63.3% |
| 1Y | -68.1% | +14.4% | -82.5% | -76.8% |
| All | -68.1% | +14.3% | -82.4% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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