-1.2%
AGG vs DOCS
-21.3%
+20.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | +1.4% | +6.3% | -4.9% | +1.3% |
| 3M | -0.7% | +26.5% | -27.2% | -1.0% |
| 6M | -1.7% | +24.8% | -26.4% | -2.0% |
| YTD | -1.1% | -26.8% | +25.7% | -0.9% |
| 1Y | -0.7% | -38.3% | +37.6% | -0.4% |
| 3Y | +14.2% | +36.0% | -21.9% | +12.8% |
| 5Y | -1.4% | -55.0% | +53.6% | -2.3% |
| All | -1.2% | -21.3% | +20.1% | -2.1% |
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