-6.4%
RGTI vs FN
+6.6%
-13.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.3% |
| 7D | -0.1% | +2.3% | -2.4% | -1.4% |
| 30D | -16.2% | -23.2% | +7.0% | -5.4% |
| 3M | -22.0% | -30.4% | +8.3% | -8.2% |
| 6M | -10.8% | -25.6% | +14.8% | +1.4% |
| YTD | -31.6% | -11.3% | -20.3% | -32.9% |
| 1Y | -6.4% | +8.4% | -14.8% | -19.4% |
| All | -6.4% | +6.6% | -13.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling