+54.2%
RGTI vs FLEX
+740.9%
-686.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.2% | -6.5% | -4.2% |
| 7D | +0.5% | +5.7% | -5.3% | -3.6% |
| 30D | -17.1% | -7.0% | -10.1% | -13.1% |
| 3M | -26.0% | -23.8% | -2.2% | -12.4% |
| 6M | -9.9% | +82.6% | -92.5% | -47.9% |
| YTD | -31.1% | +91.6% | -122.7% | -62.3% |
| 1Y | -8.5% | +100.6% | -109.1% | -52.1% |
| 3Y | +652.2% | +479.8% | +172.4% | +84.0% |
| 5Y | +56.8% | +746.5% | -689.7% | -68.5% |
| All | +54.2% | +740.9% | -686.7% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling