+72.2%
DOCU vs MKTX
-10.6%
+82.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | +0.4% | +6.5% | +6.7% |
| 30D | +19.0% | +1.1% | +17.9% | +18.6% |
| 3M | +34.3% | +36.1% | -1.8% | +18.1% |
| 6M | +48.0% | -12.9% | +60.9% | +53.2% |
| YTD | 0.0% | -8.5% | +8.5% | +1.4% |
| 1Y | -10.3% | -7.5% | -2.7% | -9.6% |
| 3Y | +32.4% | -28.3% | +60.7% | +38.5% |
| 5Y | -77.9% | -63.3% | -14.6% | -70.5% |
| All | +72.2% | -10.6% | +82.8% | +89.2% |
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