+43.9%
DOC vs MKTX
-22.2%
+66.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +6.2% | +0.4% | +5.9% | +6.2% |
| 30D | +6.5% | +0.9% | +5.5% | +6.4% |
| 3M | -6.2% | +2.4% | -8.7% | -6.4% |
| 6M | +25.6% | +10.6% | +15.0% | +25.6% |
| YTD | +32.1% | -7.3% | +39.4% | +35.7% |
| 1Y | +20.3% | +4.8% | +15.5% | +20.9% |
| All | +43.9% | -22.2% | +66.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling