+42.5%
HYG vs DOCU
+104.6%
-62.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.8% | -4.8% | +5.6% | +1.1% |
| 30D | +0.4% | +9.4% | -9.0% | -0.2% |
| 3M | -1.7% | +29.0% | -30.7% | -3.2% |
| 6M | -0.9% | +62.3% | -63.2% | -3.8% |
| YTD | +0.5% | +13.7% | -13.2% | -0.7% |
| 1Y | +1.8% | +11.5% | -9.7% | +0.6% |
| 3Y | +24.9% | +94.2% | -69.3% | +17.8% |
| 5Y | +17.2% | -71.7% | +88.9% | +17.8% |
| All | +42.5% | +104.6% | -62.1% | +27.8% |
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