+15.1%
AGG vs DOC
+15.7%
-0.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.2% | +6.5% | -6.3% | -0.1% |
| 30D | +2.4% | +9.2% | -6.8% | +1.9% |
| 3M | -0.6% | -2.5% | +1.9% | -0.5% |
| 6M | -1.3% | +7.1% | -8.4% | -1.7% |
| YTD | -0.7% | +33.0% | -33.7% | -2.3% |
| 1Y | -0.4% | +23.3% | -23.7% | -1.6% |
| 3Y | +14.8% | +44.9% | -30.1% | +12.3% |
| 5Y | -1.7% | -21.6% | +20.0% | -1.8% |
| All | +15.1% | +15.7% | -0.6% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling