-27.5%
DOCN vs MKTX
-54.6%
+27.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +19.1% | +0.2% | +18.8% | +19.0% |
| 30D | -21.0% | +0.9% | -21.9% | -21.3% |
| 3M | -34.7% | +2.6% | -37.3% | -35.3% |
| 6M | -45.8% | +20.4% | -66.2% | -49.5% |
| YTD | +79.4% | -7.1% | +86.4% | +82.0% |
| 1Y | +91.0% | -2.8% | +93.8% | +89.9% |
| 3Y | +237.5% | -21.7% | +259.2% | +234.8% |
| All | -27.5% | -54.6% | +27.1% | +8.4% |
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 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