-22.2%
DOC vs MKTX
-55.0%
+32.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.3% |
| 3M | -6.2% | +2.4% | -8.7% | -6.6% |
| 6M | +25.6% | +10.6% | +15.0% | +23.5% |
| YTD | +32.1% | -7.3% | +39.4% | +34.3% |
| 1Y | +20.3% | +4.8% | +15.5% | +19.0% |
| 3Y | +42.7% | -21.2% | +63.9% | +46.9% |
| 5Y | -22.2% | -54.6% | +32.4% | -15.0% |
| All | -22.2% | -55.0% | +32.8% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling