+31.1%
RGTI vs DOC
-18.2%
+49.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.8% | +8.7% | +9.2% |
| 7D | +21.6% | +5.9% | +15.8% | +16.9% |
| 30D | -7.5% | +10.3% | -17.8% | -14.3% |
| 3M | -27.6% | -2.2% | -25.4% | -26.9% |
| 6M | -31.5% | +8.2% | -39.7% | -36.9% |
| YTD | -41.4% | +35.4% | -76.8% | -55.2% |
| 1Y | -61.6% | +23.6% | -85.2% | -68.5% |
| 3Y | +1,136.2% | +57.3% | +1,078.9% | +693.5% |
| 5Y | +19.7% | -19.6% | +39.3% | +16.6% |
| All | +31.1% | -18.2% | +49.4% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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