-1.6%
AGG vs DOCS
-19.0%
+17.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -1.5% |
| 30D | +0.6% | +11.4% | -10.8% | +0.5% |
| 3M | -1.6% | +25.4% | -27.0% | -1.9% |
| 6M | -1.6% | +42.5% | -44.1% | -2.1% |
| YTD | -1.5% | -24.7% | +23.2% | -1.4% |
| 1Y | -1.1% | -32.9% | +31.8% | -0.9% |
| 3Y | +13.6% | +39.6% | -26.0% | +12.2% |
| 5Y | -1.7% | -54.6% | +52.9% | -2.6% |
| All | -1.6% | -19.0% | +17.4% | -2.6% |
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