+14.5%
AGG vs DOCN
+248.6%
-234.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.6% | -9.6% | -0.1% |
| 7D | -0.6% | +3.7% | -4.3% | -0.6% |
| 30D | +1.6% | -33.7% | +35.3% | +1.8% |
| 3M | -0.5% | -27.9% | +27.4% | -0.3% |
| 6M | -1.1% | -46.4% | +45.4% | -0.8% |
| YTD | -0.7% | +81.1% | -81.9% | -1.4% |
| 1Y | -0.7% | +74.3% | -75.0% | -1.3% |
| All | +14.5% | +248.6% | -234.1% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling