+21.2%
HYG vs DOCN
+74.7%
-53.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | -0.3% | -19.2% | +18.9% | +0.5% |
| 30D | +0.1% | -43.1% | +43.1% | +2.2% |
| 3M | -1.8% | -40.7% | +38.9% | -0.1% |
| 6M | -1.3% | -55.0% | +53.7% | +1.3% |
| YTD | +0.1% | +50.6% | -50.5% | -3.9% |
| 1Y | +1.5% | +54.0% | -52.4% | -2.7% |
| 3Y | +23.8% | +203.9% | -180.1% | +12.1% |
| 5Y | +16.7% | -29.4% | +46.1% | +8.5% |
| All | +21.2% | +74.7% | -53.5% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling