+23.6%
HYG vs DOCN
+205.3%
-181.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.6% | -12.7% | -0.6% |
| 7D | 0.0% | +16.3% | -16.3% | -0.7% |
| 30D | -0.1% | +2.0% | -2.1% | -0.3% |
| 3M | +1.0% | -25.2% | +26.1% | +1.9% |
| 6M | +2.3% | +132.7% | -130.4% | -2.9% |
| YTD | +2.1% | +163.3% | -161.2% | -3.9% |
| 1Y | +3.8% | +280.3% | -276.5% | -4.5% |
| 3Y | +26.7% | +371.8% | -345.1% | +13.1% |
| 5Y | +19.3% | +87.1% | -67.8% | +8.4% |
| All | +23.6% | +205.3% | -181.7% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling