+41.9%
HYG vs DOCU
+104.2%
-62.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -0.3% | -5.5% | +5.3% | 0.0% |
| 30D | +0.1% | +12.6% | -12.6% | -0.6% |
| 3M | -1.8% | +36.4% | -38.2% | -3.6% |
| 6M | -1.3% | +66.8% | -68.1% | -4.4% |
| YTD | +0.1% | +13.5% | -13.3% | -1.1% |
| 1Y | +1.5% | +11.3% | -9.8% | +0.4% |
| 3Y | +23.8% | +92.1% | -68.3% | +16.8% |
| 5Y | +16.7% | -71.0% | +87.7% | +17.2% |
| All | +41.9% | +104.2% | -62.3% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling