+164.6%
DOCN vs MKTX
-66.6%
+231.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -9.6% | +1.1% | -10.7% | -9.9% |
| 3M | -37.7% | +36.1% | -73.8% | -43.7% |
| 6M | +115.2% | -12.9% | +128.1% | +123.4% |
| YTD | +133.7% | -8.5% | +142.3% | +137.8% |
| 1Y | +250.2% | -7.5% | +257.7% | +252.9% |
| 3Y | +320.3% | -28.3% | +348.6% | +337.2% |
| 5Y | +53.1% | -63.3% | +116.4% | +99.5% |
| All | +164.6% | -66.6% | +231.2% | +242.1% |
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