-0.6%
LQD vs DOCN
+74.7%
-75.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | +0.2% | -19.2% | +19.4% | +0.7% |
| 30D | +2.4% | -43.1% | +45.4% | +3.7% |
| 3M | -1.3% | -40.7% | +39.4% | -0.3% |
| 6M | -2.7% | -55.0% | +52.2% | -1.2% |
| YTD | -2.2% | +50.6% | -52.8% | -4.6% |
| 1Y | -2.1% | +54.0% | -56.0% | -4.6% |
| 3Y | +17.1% | +203.9% | -186.8% | +10.0% |
| 5Y | -5.7% | -29.4% | +23.7% | -9.5% |
| All | -0.6% | +74.7% | -75.2% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling