-1.2%
AGG vs DOCS
-73.4%
+72.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.1% |
| 7D | -0.2% | -1.4% | +1.3% | -0.1% |
| 30D | -0.4% | +21.8% | -22.2% | -0.7% |
| 3M | -0.7% | +27.3% | -28.0% | -1.0% |
| 6M | -1.5% | -0.3% | -1.2% | -1.6% |
| YTD | -0.3% | -40.5% | +40.2% | +0.2% |
| 1Y | +1.3% | -61.5% | +62.9% | +2.3% |
| 3Y | +13.2% | +8.2% | +5.1% | +11.9% |
| All | -1.2% | -73.4% | +72.2% | -1.8% |
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