+203.9%
DOCN vs MKTX
-22.1%
+226.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | +0.2% | -19.3% | -19.2% |
| 30D | -43.1% | +0.9% | -43.9% | -43.1% |
| 3M | -40.7% | +2.3% | -43.0% | -40.7% |
| 6M | -55.0% | +12.4% | -67.4% | -55.3% |
| YTD | +50.6% | -7.3% | +57.9% | +48.0% |
| 1Y | +54.0% | +1.8% | +52.1% | +51.9% |
| 3Y | +203.9% | -21.2% | +225.1% | +258.6% |
| All | +203.9% | -22.1% | +226.0% | +258.6% |
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