-6.4%
RGTI vs FIX
+119.3%
-125.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.5% |
| 30D | -16.2% | -5.7% | -10.5% | -13.4% |
| 3M | -22.0% | -7.4% | -14.6% | -19.2% |
| 6M | -10.8% | +15.1% | -25.9% | -16.7% |
| YTD | -31.6% | +70.7% | -102.3% | -48.6% |
| 1Y | -6.4% | +111.9% | -118.3% | -20.1% |
| All | -6.4% | +119.3% | -125.7% | -20.1% |
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