+97.5%
AGG vs DOC
+255.0%
-157.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.5% | +6.2% | -5.7% | +0.4% |
| 30D | +2.4% | +6.5% | -4.1% | +2.3% |
| 3M | -0.8% | -6.2% | +5.5% | -0.7% |
| 6M | -0.8% | +25.6% | -26.4% | -1.0% |
| YTD | -0.6% | +32.1% | -32.7% | -0.9% |
| 1Y | 0.0% | +20.3% | -20.3% | -0.1% |
| 3Y | +14.4% | +42.7% | -28.4% | +14.1% |
| 5Y | -1.6% | -22.2% | +20.6% | -1.8% |
| 10Y | +15.1% | +16.5% | -1.5% | +15.1% |
| All | +97.5% | +255.0% | -157.5% | +98.5% |
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