+14.5%
DOC vs MKTX
+18.4%
-3.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +6.5% | +0.2% | +6.3% | +6.4% |
| 30D | +9.2% | +0.9% | +8.3% | +9.0% |
| 3M | -2.5% | +2.3% | -4.8% | -2.9% |
| 6M | +7.1% | +12.4% | -5.3% | +3.6% |
| YTD | +33.0% | -7.3% | +40.3% | +34.2% |
| 1Y | +23.3% | +1.8% | +21.4% | +21.4% |
| 3Y | +44.9% | -21.2% | +66.1% | +48.4% |
| 5Y | -21.6% | -54.6% | +32.9% | -10.5% |
| All | +14.5% | +18.4% | -3.9% | +14.5% |
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