+119.3%
DPZ vs INVH
+79.7%
+39.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -1.5% | -3.1% | +1.7% | -0.6% |
| 30D | -4.4% | -7.1% | +2.7% | -2.6% |
| 3M | +7.6% | -3.0% | +10.6% | +8.6% |
| 6M | -16.9% | +10.1% | -27.0% | -18.9% |
| YTD | -18.6% | +3.8% | -22.5% | -19.5% |
| 1Y | -26.7% | -2.1% | -24.6% | -26.4% |
| 3Y | -9.3% | -7.0% | -2.3% | -8.5% |
| 5Y | -31.0% | -20.6% | -10.4% | -28.6% |
| All | +119.3% | +79.7% | +39.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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