-2.6%
LQD vs DOCN
-46.5%
+43.9%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.6% | -9.5% | +0.1% |
| 7D | -0.5% | +3.7% | -4.2% | -0.5% |
| 30D | +1.3% | -33.7% | +35.0% | +1.6% |
| 3M | -1.1% | -27.9% | +26.8% | -0.9% |
| 6M | -2.6% | -46.4% | +43.8% | -2.2% |
| All | -2.6% | -46.5% | +43.9% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling