+53.5%
RGTI vs FN
+355.3%
-301.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.4% |
| 7D | -2.5% | -1.7% | -0.8% | -1.7% |
| 30D | -9.4% | -22.0% | +12.6% | +0.7% |
| 3M | -37.1% | -43.0% | +5.9% | -18.6% |
| 6M | -14.4% | -27.7% | +13.3% | -3.2% |
| YTD | -31.4% | -10.5% | -20.9% | -31.5% |
| 1Y | +0.5% | +12.5% | -12.0% | -10.3% |
| 3Y | +726.1% | +153.8% | +572.3% | +365.4% |
| 5Y | +56.2% | +288.0% | -231.8% | -29.5% |
| All | +53.5% | +355.3% | -301.8% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling