+134.7%
LQD vs DPZ
+5,462.3%
-5,327.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -0.3% |
| 7D | -1.6% | +2.2% | -3.9% | -1.7% |
| 30D | +0.5% | +15.5% | -15.0% | +0.2% |
| 3M | -2.3% | -2.0% | -0.3% | -2.3% |
| 6M | -3.1% | +12.1% | -15.2% | -3.3% |
| YTD | -3.0% | -16.6% | +13.6% | -2.7% |
| 1Y | -2.6% | -14.6% | +12.0% | -2.3% |
| 3Y | +15.2% | -4.1% | +19.3% | +15.1% |
| 5Y | -5.2% | -28.3% | +23.1% | -5.1% |
| 10Y | +24.6% | +141.3% | -116.7% | +23.0% |
| All | +134.7% | +5,462.3% | -5,327.6% | +126.4% |
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