-48.8%
RGTI vs FRMI
-78.1%
+29.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | +0.5% | +7.4% | -7.0% | -1.5% |
| 30D | -17.1% | -27.6% | +10.5% | -10.3% |
| 3M | -26.0% | -20.9% | -5.1% | -23.6% |
| 6M | -9.9% | -36.6% | +26.7% | -5.4% |
| YTD | -31.1% | -31.3% | +0.2% | -29.4% |
| All | -48.8% | -78.1% | +29.3% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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