-2.1%
BND vs DPZ
-34.0%
+31.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +3.9% | -0.1% |
| 7D | -0.1% | -7.3% | +7.1% | +0.1% |
| 30D | -0.2% | -7.6% | +7.4% | 0.0% |
| 3M | -0.7% | +1.8% | -2.5% | -0.8% |
| 6M | -1.7% | -21.8% | +20.1% | -0.9% |
| YTD | -0.5% | -22.0% | +21.5% | +0.2% |
| 1Y | +0.4% | -28.6% | +29.0% | +1.5% |
| 3Y | +13.1% | -13.1% | +26.2% | +12.9% |
| 5Y | -2.1% | -33.2% | +31.1% | -2.2% |
| All | -2.1% | -34.0% | +31.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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