-28.8%
DPZ vs INVH
-20.4%
-8.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -2.5% | -2.9% | +0.4% | -1.5% |
| 30D | -7.0% | -6.9% | 0.0% | -4.6% |
| 3M | +11.6% | -2.7% | +14.3% | +12.9% |
| 6M | -15.2% | +8.2% | -23.4% | -17.2% |
| YTD | -17.2% | +4.5% | -21.7% | -18.5% |
| 1Y | -24.8% | -2.3% | -22.5% | -24.4% |
| 3Y | -8.7% | -7.3% | -1.4% | -7.8% |
| All | -28.8% | -20.4% | -8.4% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling