-1.3%
AGG vs DOCN
-29.3%
+28.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | -0.1% |
| 7D | -1.5% | +19.1% | -20.6% | -1.7% |
| 30D | +0.6% | -21.0% | +21.7% | +0.8% |
| 3M | -1.6% | -34.7% | +33.1% | -1.3% |
| 6M | -1.6% | -45.8% | +44.2% | -1.1% |
| YTD | -1.5% | +79.4% | -80.9% | -2.7% |
| 1Y | -1.1% | +91.0% | -92.1% | -2.4% |
| 3Y | +13.6% | +237.5% | -223.8% | +10.4% |
| All | -1.3% | -29.3% | +28.0% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling