+56.5%
RGTI vs FRSH
-72.5%
+129.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | +0.5% | -6.6% | +7.1% | +3.7% |
| 30D | -17.1% | +2.1% | -19.2% | -18.7% |
| 3M | -26.0% | +29.0% | -54.9% | -36.7% |
| 6M | -9.9% | +48.6% | -58.5% | -29.9% |
| YTD | -31.1% | -2.9% | -28.1% | -34.1% |
| 1Y | -8.5% | -7.9% | -0.6% | -10.5% |
| 3Y | +652.2% | -46.5% | +698.7% | +851.7% |
| All | +56.5% | -72.5% | +129.0% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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