-1.0%
AGG vs DOCS
-39.5%
+38.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.9% |
| 6M | -1.7% | +24.8% | -26.4% | -1.9% |
| YTD | -1.1% | -26.8% | +25.7% | -0.9% |
| All | -1.0% | -39.5% | +38.5% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling