-41.5%
RGTI vs DOC
+23.1%
-64.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | +0.7% | +18.6% | +19.4% |
| 7D | +4.4% | +6.5% | -2.0% | +5.9% |
| 30D | -19.5% | +9.2% | -28.6% | -18.0% |
| 3M | -28.9% | -2.5% | -26.4% | -28.9% |
| 6M | -41.5% | +7.1% | -48.6% | -42.1% |
| All | -41.5% | +23.1% | -64.6% | -42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling