+53.9%
RGTI vs FLEX
+718.4%
-664.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.6% |
| 7D | +2.5% | +6.4% | -3.9% | -1.7% |
| 30D | -13.7% | -5.9% | -7.8% | -10.0% |
| 3M | -22.6% | -23.5% | +0.9% | -8.5% |
| 6M | -13.4% | +83.7% | -97.1% | -50.2% |
| YTD | -31.2% | +86.5% | -117.7% | -61.6% |
| 1Y | -7.6% | +100.5% | -108.1% | -51.7% |
| 3Y | +669.7% | +469.8% | +199.9% | +91.2% |
| 5Y | +57.0% | +725.7% | -668.6% | -67.8% |
| All | +53.9% | +718.4% | -664.5% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling