+26.5%
DOCS vs AGI
-21.9%
+48.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.6% |
| 7D | -0.8% | +16.0% | -16.7% | -4.6% |
| 30D | +17.4% | +1.0% | +16.5% | +16.5% |
| 3M | +57.4% | +2.5% | +54.9% | +54.1% |
| 6M | +26.5% | -24.0% | +50.6% | +22.8% |
| All | +26.5% | -21.9% | +48.5% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling