-54.8%
DOCS vs MKTX
-53.9%
-0.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +8.7% | +0.9% | +7.8% | +8.4% |
| 3M | +32.9% | +2.5% | +30.3% | +31.9% |
| 6M | +25.5% | +18.6% | +6.9% | +18.0% |
| YTD | -25.0% | -7.1% | -17.9% | -23.7% |
| 1Y | -34.9% | -0.3% | -34.5% | -35.5% |
| 3Y | +39.3% | -22.3% | +61.6% | +42.1% |
| 5Y | -54.8% | -54.5% | -0.3% | -42.7% |
| All | -54.8% | -53.9% | -0.9% | -42.7% |
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 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