-71.7%
DOCU vs AGI
+310.5%
-382.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.9% |
| 7D | -5.5% | +16.0% | -21.5% | -7.0% |
| 30D | +12.6% | +1.0% | +11.7% | +12.3% |
| 3M | +36.4% | +2.5% | +33.9% | +35.4% |
| 6M | +66.8% | -24.0% | +90.8% | +70.7% |
| YTD | +13.5% | -17.2% | +30.7% | +13.2% |
| 1Y | +11.3% | +4.9% | +6.4% | +7.4% |
| 3Y | +92.1% | +142.6% | -50.5% | +55.6% |
| All | -71.7% | +310.5% | -382.2% | -81.5% |
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