+24.1%
HYG vs DOCN
+245.3%
-221.1%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.1% |
| 7D | -0.4% | +19.1% | -19.5% | -0.9% |
| 30D | +0.7% | -21.0% | +21.7% | +1.2% |
| 3M | -2.1% | -34.7% | +32.6% | -1.2% |
| 6M | -0.8% | -45.8% | +45.0% | +0.4% |
| YTD | +0.3% | +79.4% | -79.1% | -3.4% |
| 1Y | +1.8% | +91.0% | -89.3% | -2.2% |
| 3Y | +24.1% | +237.5% | -213.3% | +12.4% |
| All | +24.1% | +245.3% | -221.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling