-47.8%
RGTI vs FIX
-45.3%
-2.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.0% |
| 7D | -18.1% | +9.4% | -27.6% | -22.7% |
| 30D | -17.6% | -27.8% | +10.1% | -2.3% |
| 3M | -48.3% | -35.6% | -12.8% | -34.3% |
| 6M | -47.8% | -45.2% | -2.5% | -26.7% |
| All | -47.8% | -45.3% | -2.4% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling