+103.1%
DOCN vs AGI
+272.6%
-169.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +19.1% | -10.1% | +29.2% | +21.7% |
| 30D | -21.0% | -6.5% | -14.5% | -20.2% |
| 3M | -34.7% | -12.8% | -21.9% | -33.2% |
| 6M | -45.8% | -34.3% | -11.5% | -41.5% |
| YTD | +79.4% | -25.6% | +105.0% | +83.4% |
| 1Y | +91.0% | -14.2% | +105.2% | +88.2% |
| 3Y | +237.5% | +127.3% | +110.2% | +146.4% |
| 5Y | -30.4% | +241.8% | -272.2% | -55.9% |
| All | +103.1% | +272.6% | -169.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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