-2.6%
LQD vs DOCN
+81.2%
-83.7%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | -0.2% |
| 7D | -1.6% | +19.1% | -20.7% | -1.7% |
| 30D | +0.5% | -21.0% | +21.5% | +0.7% |
| 3M | -2.3% | -34.7% | +32.4% | -2.1% |
| 6M | -3.1% | -45.8% | +42.7% | -2.7% |
| YTD | -3.0% | +79.4% | -82.4% | -3.7% |
| 1Y | -2.6% | +91.0% | -93.6% | -3.6% |
| All | -2.6% | +81.2% | -83.7% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling