+23.6%
HYG vs DOCN
+171.0%
-147.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.2% |
| 30D | +0.1% | -9.6% | +9.7% | +0.4% |
| 3M | +0.7% | -37.7% | +38.3% | +2.4% |
| 6M | +1.5% | +115.2% | -113.7% | -3.4% |
| YTD | +2.2% | +133.7% | -131.6% | -3.4% |
| 1Y | +3.9% | +250.2% | -246.3% | -4.1% |
| 3Y | +26.0% | +320.3% | -294.3% | +13.0% |
| 5Y | +19.2% | +53.1% | -33.9% | +8.9% |
| All | +23.6% | +171.0% | -147.4% | +12.6% |
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