+7.1%
RGTI vs DOC
-21.4%
+28.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | +0.7% | +18.6% | +18.8% |
| 7D | +4.4% | +6.5% | -2.0% | -0.5% |
| 30D | -19.5% | +9.2% | -28.6% | -25.2% |
| 3M | -28.9% | -2.5% | -26.4% | -28.0% |
| 6M | -41.5% | +7.1% | -48.6% | -46.1% |
| YTD | -47.0% | +33.0% | -79.9% | -59.6% |
| 1Y | -65.8% | +23.3% | -89.1% | -72.3% |
| 3Y | +1,029.8% | +44.9% | +984.9% | +649.1% |
| All | +7.1% | -21.4% | +28.6% | +9.6% |
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