+173.8%
DOC vs MKTX
+1,466.7%
-1,292.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +6.2% | +0.4% | +5.9% | +6.1% |
| 30D | +6.5% | +0.9% | +5.5% | +6.2% |
| 3M | -6.2% | +2.4% | -8.7% | -6.9% |
| 6M | +25.6% | +10.6% | +15.0% | +19.0% |
| YTD | +32.1% | -7.3% | +39.4% | +31.9% |
| 1Y | +20.3% | +4.8% | +15.5% | +15.2% |
| 3Y | +42.7% | -21.2% | +63.9% | +45.3% |
| 5Y | -22.2% | -54.6% | +32.4% | -8.7% |
| 10Y | +16.5% | +21.4% | -4.9% | -9.4% |
| All | +173.8% | +1,466.7% | -1,292.9% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling