+0.1%
AGG vs DOCN
+110.0%
-109.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.6% | -9.6% | -0.1% |
| 7D | -0.6% | +3.7% | -4.3% | -0.6% |
| 30D | +1.2% | -33.7% | +34.9% | +1.6% |
| 3M | -0.8% | -27.9% | +27.1% | -0.6% |
| 6M | -1.4% | -46.4% | +45.0% | -1.0% |
| YTD | -1.1% | +81.1% | -82.2% | -2.3% |
| 1Y | -1.0% | +74.3% | -75.3% | -2.2% |
| 3Y | +14.1% | +245.8% | -231.7% | +11.1% |
| 5Y | -1.3% | -23.7% | +22.5% | -3.2% |
| All | +0.1% | +110.0% | -109.9% | -2.8% |
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