-0.4%
AGG vs DOCS
-20.2%
+19.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +2.1% | +7.8% | -5.7% | +2.0% |
| 3M | -0.3% | +20.0% | -20.3% | -0.6% |
| 6M | -0.9% | +26.5% | -27.5% | -1.3% |
| YTD | -0.3% | -25.8% | +25.4% | -0.2% |
| 1Y | 0.0% | -39.5% | +39.5% | +0.3% |
| 3Y | +15.3% | +60.3% | -45.1% | +13.6% |
| 5Y | -1.4% | -57.0% | +55.7% | -2.3% |
| All | -0.4% | -20.2% | +19.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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