-73.2%
DOCS vs MKTX
-63.2%
-10.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +21.8% | +1.1% | +20.7% | +21.5% |
| 3M | +27.3% | +36.1% | -8.8% | +15.1% |
| 6M | -0.3% | -12.9% | +12.5% | +3.5% |
| YTD | -40.5% | -8.5% | -32.0% | -39.3% |
| 1Y | -61.5% | -7.5% | -54.0% | -61.1% |
| 3Y | +8.2% | -28.3% | +36.5% | +13.9% |
| All | -73.2% | -63.2% | -10.0% | -73.4% |
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