-7.9%
RGTI vs FIX
+1,026.2%
-1,034.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.0% |
| 7D | -18.1% | +9.4% | -27.6% | -22.6% |
| 30D | -17.6% | -27.8% | +10.1% | -1.5% |
| 3M | -48.3% | -35.6% | -12.8% | -34.4% |
| 6M | -47.8% | -45.2% | -2.5% | -26.7% |
| YTD | -56.6% | +19.5% | -76.0% | -62.7% |
| 1Y | -61.8% | +24.2% | -86.1% | -67.9% |
| 3Y | +807.5% | +494.2% | +313.4% | +168.7% |
| All | -7.9% | +1,026.2% | -1,034.1% | -78.7% |
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