-2.1%
LQD vs DOCU
+63.4%
-65.5%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.2% |
| 7D | +0.4% | -3.2% | +3.6% | +0.5% |
| 30D | +2.5% | +15.7% | -13.2% | +2.3% |
| 3M | -1.5% | +37.3% | -38.8% | -2.0% |
| 6M | -2.1% | +63.1% | -65.3% | -2.7% |
| All | -2.1% | +63.4% | -65.5% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling