+42.2%
HYG vs DOCU
+110.9%
-68.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | +1.6% | -1.9% | -0.5% |
| 30D | +0.4% | +10.8% | -10.5% | -0.2% |
| 3M | -1.8% | +38.0% | -39.8% | -3.7% |
| 6M | -0.7% | +77.4% | -78.1% | -4.1% |
| YTD | +0.3% | +17.2% | -16.9% | -1.1% |
| 1Y | +1.4% | +15.6% | -14.2% | 0.0% |
| 3Y | +24.1% | +95.6% | -71.5% | +17.0% |
| 5Y | +17.8% | -69.7% | +87.5% | +18.1% |
| All | +42.2% | +110.9% | -68.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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