+18.6%
HYG vs DPZ
-34.0%
+52.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.7% | -8.6% | +7.8% | -0.1% |
| 30D | -0.6% | -11.2% | +10.6% | +0.3% |
| 3M | +0.4% | +1.4% | -1.0% | +0.1% |
| 6M | +1.2% | -19.9% | +21.1% | +2.9% |
| YTD | +1.5% | -23.0% | +24.5% | +3.5% |
| 1Y | +3.2% | -28.2% | +31.4% | +5.8% |
| 3Y | +25.9% | -14.2% | +40.1% | +25.4% |
| 5Y | +18.6% | -33.4% | +52.0% | +19.9% |
| All | +18.6% | -34.0% | +52.6% | +19.9% |
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