+22.2%
LQD vs DPZ
+141.0%
-118.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -1.1% | -8.6% | +7.5% | -0.7% |
| 30D | -1.3% | -11.9% | +10.6% | -0.8% |
| 3M | -3.2% | +0.4% | -3.6% | -3.3% |
| 6M | -2.1% | -19.9% | +17.7% | -1.3% |
| YTD | -2.4% | -24.4% | +22.0% | -1.3% |
| 1Y | -2.7% | -30.4% | +27.8% | -1.3% |
| 3Y | +14.2% | -17.4% | +31.6% | +14.5% |
| 5Y | -5.8% | -34.6% | +28.8% | -5.5% |
| All | +22.2% | +141.0% | -118.8% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling