+198.1%
DOCN vs MKTX
-66.6%
+264.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.7% | +12.7% |
| 7D | +16.3% | +0.4% | +15.9% | +16.2% |
| 30D | +2.0% | +1.0% | +1.1% | +1.7% |
| 3M | -25.2% | +41.3% | -66.4% | -33.2% |
| 6M | +132.7% | -11.3% | +144.0% | +140.1% |
| YTD | +163.3% | -8.6% | +171.8% | +167.9% |
| 1Y | +280.3% | -11.1% | +291.4% | +289.2% |
| 3Y | +371.8% | -24.5% | +396.3% | +374.9% |
| 5Y | +87.1% | -61.4% | +148.5% | +142.4% |
| All | +198.1% | -66.6% | +264.7% | +285.4% |
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