+57.0%
RGTI vs FIX
+2,151.9%
-2,094.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.4% |
| 7D | +2.5% | +3.5% | -1.0% | +0.4% |
| 30D | -13.7% | -3.5% | -10.1% | -12.1% |
| 3M | -22.6% | -11.8% | -10.8% | -17.2% |
| 6M | -13.4% | +17.8% | -31.2% | -21.8% |
| YTD | -31.2% | +73.3% | -104.5% | -51.4% |
| 1Y | -7.6% | +128.1% | -135.7% | -45.5% |
| 3Y | +669.7% | +772.7% | -103.0% | +94.6% |
| 5Y | +57.0% | +2,166.4% | -2,109.4% | -69.2% |
| All | +57.0% | +2,151.9% | -2,094.9% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling