-1.4%
LQD vs DOCN
+108.0%
-109.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | -0.1% |
| 7D | -1.6% | +19.1% | -20.7% | -2.1% |
| 30D | +0.5% | -21.0% | +21.5% | +1.0% |
| 3M | -2.3% | -34.7% | +32.4% | -1.5% |
| 6M | -3.1% | -45.8% | +42.7% | -2.0% |
| YTD | -3.0% | +79.4% | -82.4% | -5.8% |
| 1Y | -2.6% | +91.0% | -93.6% | -5.6% |
| 3Y | +15.2% | +237.5% | -222.3% | +8.1% |
| 5Y | -5.2% | -30.4% | +25.2% | -9.1% |
| All | -1.4% | +108.0% | -109.4% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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