+0.8%
AGG vs DOCN
+88.7%
-87.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | 0.0% |
| 7D | +0.4% | -12.8% | +13.2% | +0.6% |
| 30D | +2.1% | -41.9% | +44.0% | +2.6% |
| 3M | -0.3% | -36.9% | +36.6% | 0.0% |
| 6M | -0.9% | -52.2% | +51.3% | -0.3% |
| YTD | -0.3% | +62.7% | -63.0% | -1.4% |
| 1Y | 0.0% | +58.2% | -58.2% | -1.1% |
| 3Y | +15.3% | +219.5% | -204.2% | +12.3% |
| 5Y | -1.4% | -32.9% | +31.5% | -3.1% |
| All | +0.8% | +88.7% | -87.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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