-4.9%
LQD vs DOCN
-24.0%
+19.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.2% | -1.0% |
| 7D | -1.5% | +27.4% | -28.9% | -2.2% |
| 30D | +0.9% | -29.7% | +30.6% | +1.7% |
| 3M | -1.7% | -32.5% | +30.8% | -0.9% |
| 6M | -2.8% | -42.2% | +39.4% | -1.8% |
| YTD | -2.8% | +87.2% | -89.9% | -5.9% |
| 1Y | -2.8% | +86.2% | -89.0% | -5.9% |
| 3Y | +15.5% | +257.4% | -242.0% | +7.6% |
| 5Y | -4.9% | -27.4% | +22.4% | -9.6% |
| All | -4.9% | -24.0% | +19.1% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling