-0.9%
AGG vs DOCS
-53.5%
+52.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -0.6% | -4.2% | +3.6% | -0.5% |
| 30D | +1.6% | +8.6% | -7.0% | +1.5% |
| 3M | -0.5% | +27.2% | -27.7% | -0.8% |
| 6M | -1.1% | +26.5% | -27.6% | -1.5% |
| YTD | -0.7% | -25.0% | +24.2% | -0.6% |
| 1Y | -0.7% | -37.0% | +36.3% | -0.3% |
| 3Y | +14.5% | +39.4% | -24.9% | +12.7% |
| 5Y | -0.9% | -56.7% | +55.8% | -2.1% |
| All | -0.9% | -53.5% | +52.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling