+153.4%
HYG vs DPZ
+2,069.9%
-1,916.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | -0.1% | -4.4% | +4.4% | +0.3% |
| 3M | +1.0% | +7.6% | -6.7% | +0.1% |
| 6M | +2.3% | -16.9% | +19.3% | +3.8% |
| YTD | +2.1% | -18.6% | +20.7% | +3.7% |
| 1Y | +3.8% | -26.7% | +30.4% | +6.4% |
| 3Y | +26.7% | -9.3% | +36.0% | +26.3% |
| 5Y | +19.3% | -31.0% | +50.3% | +21.0% |
| 10Y | +55.3% | +152.4% | -97.1% | +35.1% |
| All | +153.4% | +2,069.9% | -1,916.5% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling