-4.4%
DOC vs MKTX
+4.5%
-8.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -4.8% | +1.1% | -5.8% | -5.0% |
| 3M | +6.9% | +36.1% | -29.2% | -1.0% |
| 6M | +20.7% | -12.9% | +33.6% | +23.7% |
| YTD | +34.1% | -8.5% | +42.7% | +35.7% |
| 1Y | +22.6% | -7.5% | +30.2% | +23.4% |
| 3Y | +20.8% | -28.3% | +49.2% | +26.3% |
| 5Y | -24.9% | -63.3% | +38.4% | -9.3% |
| All | -4.4% | +4.5% | -8.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling