+23.1%
LQD vs DOCU
+107.7%
-84.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.9% |
| 3M | -1.5% | +37.3% | -38.8% | -2.7% |
| 6M | -2.1% | +63.1% | -65.3% | -4.0% |
| YTD | -2.0% | +15.4% | -17.4% | -2.8% |
| 1Y | -1.4% | +11.3% | -12.7% | -2.2% |
| 3Y | +16.6% | +92.1% | -75.5% | +12.5% |
| 5Y | -5.6% | -70.5% | +64.9% | -5.2% |
| All | +23.1% | +107.7% | -84.6% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling