+17.1%
AGG vs DOC
+23.6%
-6.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.6% | +1.0% | -1.6% | -0.6% |
| 30D | +1.6% | +8.1% | -6.5% | +1.2% |
| 3M | -0.5% | +0.9% | -1.4% | -0.5% |
| 6M | -1.1% | +6.3% | -7.4% | -1.4% |
| YTD | -0.7% | +33.8% | -34.5% | -2.3% |
| 1Y | -0.7% | +21.6% | -22.3% | -1.8% |
| 3Y | +14.5% | +53.4% | -38.9% | +11.7% |
| 5Y | -0.9% | -21.0% | +20.1% | -1.2% |
| 10Y | +17.1% | +22.5% | -5.4% | +14.0% |
| All | +17.1% | +23.6% | -6.5% | +14.0% |
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