+15.9%
LQD vs DOCN
+226.8%
-210.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.8% |
| 7D | +0.2% | -12.1% | +12.3% | +0.3% |
| 30D | +1.4% | -41.0% | +42.5% | +2.2% |
| 3M | -1.1% | -38.7% | +37.6% | -0.5% |
| 6M | -2.9% | -51.5% | +48.6% | -2.1% |
| YTD | -2.3% | +65.3% | -67.6% | -4.3% |
| 1Y | -2.1% | +53.9% | -56.0% | -3.9% |
| 3Y | +15.9% | +215.6% | -199.6% | +6.8% |
| All | +15.9% | +226.8% | -210.9% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling