+17.9%
HYG vs DOCU
-69.6%
+87.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -0.4% | +4.1% | -4.4% | -0.6% |
| 30D | +0.7% | +7.4% | -6.7% | +0.2% |
| 3M | -2.1% | +26.0% | -28.1% | -3.5% |
| 6M | -0.8% | +79.2% | -80.0% | -4.6% |
| YTD | +0.3% | +18.1% | -17.8% | -1.2% |
| 1Y | +1.8% | +20.5% | -18.8% | +0.1% |
| 3Y | +24.1% | +96.4% | -72.3% | +15.9% |
| All | +17.9% | -69.6% | +87.5% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling