+652.2%
RGTI vs FTI
+267.9%
+384.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +0.5% | -4.4% | +4.8% | +1.7% |
| 30D | -17.1% | +1.5% | -18.6% | -17.5% |
| 3M | -26.0% | +8.2% | -34.2% | -28.0% |
| 6M | -9.9% | +18.8% | -28.7% | -15.9% |
| YTD | -31.1% | +71.7% | -102.7% | -42.9% |
| 1Y | -8.5% | +90.0% | -98.6% | -26.8% |
| 3Y | +652.2% | +270.5% | +381.7% | +372.0% |
| All | +652.2% | +267.9% | +384.4% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling