+98.3%
AGG vs DOC
+260.6%
-162.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -0.7% | +6.9% | -7.6% | -0.7% |
| 6M | -1.5% | +20.7% | -22.3% | -1.7% |
| YTD | -0.3% | +34.1% | -34.4% | -0.5% |
| 1Y | +1.3% | +22.6% | -21.3% | +1.1% |
| 3Y | +13.2% | +20.8% | -7.6% | +13.0% |
| 5Y | -1.4% | -24.9% | +23.4% | -1.7% |
| 10Y | +14.9% | -1.8% | +16.7% | +14.6% |
| All | +98.3% | +260.6% | -162.3% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling