+94.9%
DOCU vs MKTX
-22.1%
+117.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +10.8% | +0.9% | +9.9% | +10.8% |
| 3M | +38.0% | +2.5% | +35.4% | +37.8% |
| 6M | +77.4% | +18.6% | +58.8% | +76.3% |
| YTD | +17.2% | -7.1% | +24.3% | +18.2% |
| 1Y | +15.6% | -0.3% | +15.9% | +16.0% |
| All | +94.9% | -22.1% | +117.1% | +99.9% |
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