+650.7%
RGTI vs FIX
+764.7%
-113.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.3% |
| 7D | +2.5% | +3.5% | -1.0% | +0.3% |
| 30D | -13.7% | -3.5% | -10.1% | -12.0% |
| 3M | -22.6% | -11.8% | -10.8% | -17.0% |
| 6M | -13.4% | +17.8% | -31.2% | -22.1% |
| YTD | -31.2% | +73.3% | -104.5% | -52.1% |
| 1Y | -7.6% | +128.1% | -135.7% | -46.8% |
| All | +650.7% | +764.7% | -113.9% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling