-0.1%
AGG vs DOC
+20.9%
-21.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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 | -0.2% | -2.5% | +2.3% | -0.2% |
| 6M | -1.0% | +7.1% | -8.0% | -1.3% |
| YTD | -0.4% | +33.0% | -33.4% | -1.4% |
| 1Y | -0.1% | +23.3% | -23.3% | -0.9% |
| All | -0.1% | +20.9% | -21.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling