+16.2%
RGTI vs DOC
-20.0%
+36.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.6% |
| 7D | +9.6% | +4.3% | +5.3% | +6.3% |
| 30D | -13.4% | +9.2% | -22.6% | -19.4% |
| 3M | -31.2% | -0.8% | -30.3% | -31.1% |
| 6M | -35.9% | +7.1% | -42.9% | -40.7% |
| YTD | -45.1% | +34.0% | -79.1% | -58.4% |
| 1Y | -63.3% | +23.2% | -86.5% | -70.2% |
| 3Y | +1,152.6% | +53.6% | +1,099.0% | +689.4% |
| 5Y | +16.2% | -20.4% | +36.6% | +18.4% |
| All | +16.2% | -20.0% | +36.1% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling