+53.5%
RGTI vs DOCN
+166.2%
-112.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.1% |
| 7D | -2.5% | +1.1% | -3.6% | -3.0% |
| 30D | -9.4% | -9.6% | +0.2% | -6.0% |
| 3M | -37.1% | -37.7% | +0.6% | -23.8% |
| 6M | -14.4% | +115.2% | -129.6% | -43.8% |
| YTD | -31.4% | +133.7% | -165.1% | -57.5% |
| 1Y | +0.5% | +250.2% | -249.6% | -48.2% |
| 3Y | +726.1% | +320.3% | +405.8% | +274.2% |
| 5Y | +56.2% | +53.1% | +3.1% | -10.6% |
| All | +53.5% | +166.2% | -112.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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