+14.6%
AGG vs DOC
-2.1%
+16.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | -0.4% | -4.8% | +4.4% | -0.2% |
| 3M | -0.7% | +6.9% | -7.6% | -1.0% |
| 6M | -1.5% | +20.7% | -22.3% | -2.6% |
| YTD | -0.3% | +34.1% | -34.4% | -1.8% |
| 1Y | +1.3% | +22.6% | -21.3% | +0.1% |
| 3Y | +13.2% | +20.8% | -7.6% | +11.5% |
| 5Y | -1.4% | -24.9% | +23.4% | -1.5% |
| All | +14.6% | -2.1% | +16.7% | +13.6% |
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