+53.5%
RGTI vs FIX
+1,936.1%
-1,882.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.0% |
| 7D | -2.5% | +6.0% | -8.5% | -5.9% |
| 30D | -9.4% | -7.2% | -2.2% | -5.7% |
| 3M | -37.1% | -15.9% | -21.2% | -30.6% |
| 6M | -14.4% | +12.7% | -27.2% | -20.6% |
| YTD | -31.4% | +72.8% | -104.2% | -50.9% |
| 1Y | +0.5% | +122.9% | -122.4% | -38.9% |
| 3Y | +726.1% | +774.3% | -48.2% | +123.9% |
| 5Y | +56.2% | +2,049.5% | -1,993.3% | -66.4% |
| All | +53.5% | +1,936.1% | -1,882.5% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling