+53.5%
RGTI vs DOC
-19.0%
+72.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.5% |
| 7D | -2.5% | -1.5% | -1.0% | -1.4% |
| 30D | -9.4% | -4.8% | -4.7% | -6.2% |
| 3M | -37.1% | +6.9% | -44.0% | -41.4% |
| 6M | -14.4% | +20.7% | -35.2% | -28.0% |
| YTD | -31.4% | +34.1% | -65.5% | -47.1% |
| 1Y | +0.5% | +22.6% | -22.1% | -16.7% |
| 3Y | +726.1% | +20.8% | +705.3% | +567.7% |
| 5Y | +56.2% | -24.9% | +81.1% | +53.5% |
| All | +53.5% | -19.0% | +72.5% | +50.7% |
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