-4.1%
LQD vs DOCU
-78.0%
+73.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -0.4% | +6.9% | -7.3% | -0.6% |
| 30D | -0.8% | +19.0% | -19.8% | -1.4% |
| 3M | -1.9% | +34.3% | -36.2% | -3.0% |
| 6M | -2.7% | +48.0% | -50.7% | -4.2% |
| YTD | -1.3% | 0.0% | -1.3% | -1.5% |
| 1Y | 0.0% | -10.3% | +10.3% | 0.0% |
| 3Y | +14.9% | +32.4% | -17.5% | +12.4% |
| All | -4.1% | -78.0% | +73.9% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling