+18.7%
RGTI vs DOC
-19.7%
+38.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | +0.7% | +18.6% | +18.8% |
| 7D | +4.4% | +6.5% | -2.0% | -0.3% |
| 30D | -19.5% | +9.2% | -28.6% | -25.0% |
| 3M | -28.9% | -2.5% | -26.4% | -28.0% |
| 6M | -41.5% | +7.1% | -48.6% | -45.8% |
| YTD | -47.0% | +33.0% | -79.9% | -59.0% |
| 1Y | -65.8% | +23.3% | -89.1% | -72.0% |
| 3Y | +1,029.8% | +44.9% | +984.9% | +675.1% |
| 5Y | +9.3% | -21.6% | +30.9% | +7.7% |
| All | +18.7% | -19.7% | +38.4% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling