+8.9%
DOCS vs AGI
+205.7%
-196.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.6% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +21.8% | +18.2% | +3.6% | +19.7% |
| 3M | +27.3% | -4.1% | +31.4% | +26.9% |
| 6M | -0.3% | -28.7% | +28.4% | +1.6% |
| YTD | -40.5% | -4.0% | -36.5% | -41.4% |
| 1Y | -61.5% | +17.4% | -79.0% | -63.4% |
| All | +8.9% | +205.7% | -196.8% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling