-57.0%
DOCS vs AGI
+318.8%
-375.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | 0.0% | +17.4% | -17.4% | -2.9% |
| 30D | +7.8% | -0.9% | +8.7% | +7.7% |
| 3M | +20.0% | -1.6% | +21.5% | +19.6% |
| 6M | +26.5% | -24.7% | +51.2% | +31.1% |
| YTD | -25.8% | -15.3% | -10.5% | -26.2% |
| 1Y | -39.5% | +5.5% | -44.9% | -42.8% |
| 3Y | +60.3% | +154.5% | -94.2% | +12.8% |
| 5Y | -57.0% | +310.6% | -367.7% | -72.9% |
| All | -57.0% | +318.8% | -375.8% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling