+23.5%
LQD vs DOCU
+104.2%
-80.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | -0.1% |
| 7D | +0.2% | -5.5% | +5.8% | +0.4% |
| 30D | +2.4% | +12.6% | -10.3% | +1.9% |
| 3M | -0.9% | +36.4% | -37.3% | -2.1% |
| 6M | -2.3% | +66.8% | -69.1% | -4.3% |
| YTD | -1.7% | +13.5% | -15.2% | -2.5% |
| 1Y | -1.6% | +11.3% | -12.9% | -2.4% |
| 3Y | +17.6% | +92.1% | -74.5% | +13.4% |
| 5Y | -5.3% | -71.0% | +65.7% | -4.8% |
| All | +23.5% | +104.2% | -80.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling