+54.2%
RGTI vs FIX
+2,037.8%
-1,983.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -3.0% |
| 7D | +0.5% | +5.0% | -4.5% | -2.5% |
| 30D | -17.1% | -2.7% | -14.4% | -16.2% |
| 3M | -26.0% | -8.2% | -17.8% | -22.8% |
| 6M | -9.9% | +20.3% | -30.1% | -19.4% |
| YTD | -31.1% | +81.4% | -112.5% | -52.1% |
| 1Y | -8.5% | +121.5% | -130.0% | -44.1% |
| 3Y | +652.2% | +807.4% | -155.2% | +98.9% |
| 5Y | +56.8% | +2,306.7% | -2,250.0% | -67.3% |
| All | +54.2% | +2,037.8% | -1,983.6% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling