+22.9%
LQD vs DOC
+15.7%
+7.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +0.2% | +6.5% | -6.2% | -0.4% |
| 30D | +2.4% | +9.2% | -6.8% | +1.4% |
| 3M | -1.3% | -2.5% | +1.2% | -1.1% |
| 6M | -2.7% | +7.1% | -9.8% | -3.6% |
| YTD | -2.2% | +33.0% | -35.2% | -5.6% |
| 1Y | -2.1% | +23.3% | -25.3% | -4.7% |
| 3Y | +17.1% | +44.9% | -27.8% | +11.1% |
| 5Y | -5.7% | -21.6% | +15.9% | -5.0% |
| All | +22.9% | +15.7% | +7.2% | +16.8% |
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