-2.8%
RGTI vs FIX
+1,307.8%
-1,310.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.4% | -5.5% | -6.1% |
| 7D | -18.1% | +9.4% | -27.6% | -22.4% |
| 30D | -17.6% | -27.8% | +10.1% | -2.1% |
| 3M | -48.3% | -35.6% | -12.8% | -34.9% |
| 6M | -47.8% | -45.2% | -2.5% | -27.5% |
| YTD | -56.6% | +19.5% | -76.0% | -62.3% |
| 1Y | -61.8% | +24.2% | -86.1% | -67.4% |
| 3Y | +807.5% | +494.2% | +313.4% | +200.8% |
| 5Y | -8.8% | +1,036.1% | -1,045.0% | -76.2% |
| All | -2.8% | +1,307.8% | -1,310.6% | -74.6% |
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