-76.5%
DOCU vs AGI
+385.7%
-462.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.9% |
| 7D | +6.9% | +0.6% | +6.3% | +6.8% |
| 30D | +19.0% | +18.2% | +0.8% | +16.9% |
| 3M | +34.3% | -4.1% | +38.4% | +34.7% |
| 6M | +48.0% | -28.7% | +76.7% | +52.8% |
| YTD | 0.0% | -4.0% | +4.0% | -1.3% |
| 1Y | -10.3% | +17.4% | -27.7% | -14.2% |
| 3Y | +32.4% | +203.0% | -170.6% | +6.6% |
| All | -76.5% | +385.7% | -462.2% | -83.1% |
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