+187.3%
LQD vs DOC
+305.2%
-117.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.6% |
| 7D | +0.4% | +8.7% | -8.3% | 0.0% |
| 30D | +2.6% | +7.6% | -5.0% | +2.3% |
| 3M | -1.7% | -5.3% | +3.6% | -1.5% |
| 6M | -1.9% | +27.6% | -29.5% | -3.1% |
| YTD | -2.2% | +32.4% | -34.6% | -3.5% |
| 1Y | -1.9% | +22.9% | -24.7% | -2.9% |
| 3Y | +16.4% | +43.1% | -26.7% | +14.3% |
| 5Y | -5.0% | -21.4% | +16.4% | -4.9% |
| 10Y | +22.8% | +16.8% | +5.9% | +20.8% |
| All | +187.3% | +305.2% | -117.9% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling