+54.2%
RGTI vs FOXA
+83.3%
-29.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | -17.1% | +5.0% | -22.1% | -19.3% |
| 3M | -26.0% | -3.0% | -23.0% | -26.4% |
| 6M | -9.9% | +14.8% | -24.6% | -19.5% |
| YTD | -31.1% | -8.9% | -22.1% | -29.1% |
| 1Y | -8.5% | +13.3% | -21.8% | -18.2% |
| 3Y | +652.2% | +115.4% | +536.8% | +365.3% |
| 5Y | +56.8% | +95.3% | -38.5% | +0.5% |
| All | +54.2% | +83.3% | -29.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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