-37.1%
DOCS vs AGI
+278.7%
-315.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +2.6% | -10.1% | +12.7% | +4.6% |
| 30D | +11.4% | -6.5% | +18.0% | +12.5% |
| 3M | +25.4% | -12.8% | +38.2% | +27.8% |
| 6M | +42.5% | -34.3% | +76.8% | +51.7% |
| YTD | -24.7% | -25.6% | +0.9% | -23.3% |
| 1Y | -32.9% | -14.2% | -18.7% | -34.0% |
| 3Y | +39.6% | +127.3% | -87.7% | -0.7% |
| 5Y | -54.6% | +241.8% | -296.4% | -72.0% |
| All | -37.1% | +278.7% | -315.8% | -63.7% |
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