+1.6%
HYG vs DOCN
+110.0%
-108.4%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +7.9% | +0.8% |
| 7D | -0.1% | -20.0% | +19.9% | +0.2% |
| 30D | +0.7% | -38.8% | +39.5% | +1.2% |
| 3M | -2.0% | -34.8% | +32.8% | -1.6% |
| 6M | -0.9% | -22.8% | +21.9% | -0.8% |
| YTD | +0.1% | +74.6% | -74.5% | -1.1% |
| 1Y | +1.6% | +116.4% | -114.8% | +0.1% |
| All | +1.6% | +110.0% | -108.4% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling