+119.9%
DPZ vs INVH
+75.1%
+44.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.7% | +1.3% | +2.4% | +3.3% |
| 30D | +8.0% | +1.5% | +6.5% | +7.6% |
| 3M | -4.2% | -9.4% | +5.2% | -1.6% |
| 6M | +4.6% | -3.3% | +7.9% | +5.7% |
| YTD | -18.4% | +1.2% | -19.6% | -18.7% |
| 1Y | -16.8% | +1.5% | -18.3% | -17.2% |
| 3Y | -5.0% | -2.4% | -2.6% | -5.1% |
| 5Y | -27.8% | -20.6% | -7.2% | -25.1% |
| All | +119.9% | +75.1% | +44.7% | +82.1% |
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