+6.4%
LQD vs DDOG
+448.2%
-441.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +3.9% | -5.0% | -1.2% |
| 30D | -1.3% | -8.2% | +6.9% | -1.1% |
| 3M | -3.2% | -5.6% | +2.4% | -3.2% |
| 6M | -2.1% | +73.5% | -75.6% | -4.3% |
| YTD | -2.4% | +62.7% | -65.0% | -4.4% |
| 1Y | -2.7% | +59.0% | -61.6% | -4.8% |
| 3Y | +14.2% | +117.1% | -102.9% | +9.5% |
| 5Y | -5.8% | +61.3% | -67.1% | -10.1% |
| All | +6.4% | +448.2% | -441.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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