-2.7%
LQD vs DOCS
+26.5%
-29.2%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +2.4% | +17.4% | -15.0% | +2.2% |
| 3M | -1.3% | +57.4% | -58.7% | -1.7% |
| 6M | -2.7% | +26.5% | -29.3% | -3.1% |
| All | -2.7% | +26.5% | -29.2% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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