+7.6%
LQD vs DDOG
+421.0%
-413.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | +0.2% | -6.1% | +6.3% | +0.4% |
| 30D | -0.6% | -10.1% | +9.5% | -0.3% |
| 3M | -1.2% | -9.3% | +8.1% | -1.1% |
| 6M | -1.9% | +67.2% | -69.1% | -4.0% |
| YTD | -1.3% | +54.6% | -55.9% | -3.2% |
| 1Y | -1.0% | +54.1% | -55.1% | -3.1% |
| 3Y | +15.2% | +115.3% | -100.0% | +10.5% |
| 5Y | -4.4% | +50.6% | -55.0% | -8.6% |
| All | +7.6% | +421.0% | -413.4% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling