+22.2%
LQD vs DOCU
+110.9%
-88.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.5% | +1.6% | -3.1% | -1.6% |
| 30D | +0.9% | +10.8% | -10.0% | +0.5% |
| 3M | -1.7% | +38.0% | -39.6% | -2.9% |
| 6M | -2.8% | +77.4% | -80.2% | -4.9% |
| YTD | -2.8% | +17.2% | -19.9% | -3.6% |
| 1Y | -2.8% | +15.6% | -18.4% | -3.7% |
| 3Y | +15.5% | +95.6% | -80.1% | +11.3% |
| 5Y | -4.9% | -69.7% | +64.8% | -4.7% |
| All | +22.2% | +110.9% | -88.7% | +16.4% |
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