+25.7%
LQD vs DOC
+21.1%
+4.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.1% |
| 7D | +0.9% | +5.9% | -4.9% | +0.3% |
| 30D | +2.2% | +10.3% | -8.1% | +1.1% |
| 3M | -0.9% | -2.2% | +1.3% | -0.8% |
| 6M | -2.2% | +8.2% | -10.4% | -3.2% |
| YTD | -1.6% | +35.4% | -37.0% | -5.2% |
| 1Y | -1.3% | +23.6% | -24.9% | -4.0% |
| 3Y | +17.4% | +57.3% | -39.8% | +10.4% |
| 5Y | -5.2% | -19.6% | +14.4% | -4.8% |
| 10Y | +25.7% | +20.8% | +4.9% | +19.2% |
| All | +25.7% | +21.1% | +4.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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