+84.2%
DOCN vs AGI
+324.5%
-240.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +7.5% |
| 7D | -12.8% | +17.4% | -30.2% | -16.2% |
| 30D | -41.9% | -0.9% | -41.0% | -41.8% |
| 3M | -36.9% | -1.6% | -35.3% | -37.0% |
| 6M | -52.2% | -24.7% | -27.5% | -49.9% |
| YTD | +62.7% | -15.3% | +78.0% | +62.0% |
| 1Y | +58.2% | +5.5% | +52.8% | +49.0% |
| 3Y | +219.5% | +154.5% | +65.0% | +128.3% |
| 5Y | -32.9% | +310.6% | -343.5% | -58.9% |
| All | +84.2% | +324.5% | -240.3% | +9.7% |
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