+119.9%
DPZ vs INVH
+74.5%
+45.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | +6.6% | +2.0% | +4.5% | +6.0% |
| 30D | +10.3% | +4.8% | +5.5% | +9.0% |
| 3M | -6.2% | -9.8% | +3.6% | -3.5% |
| 6M | +4.2% | -3.7% | +7.9% | +5.5% |
| YTD | -18.4% | +0.8% | -19.2% | -18.6% |
| 1Y | -14.9% | +1.9% | -16.8% | -15.4% |
| 3Y | -4.6% | -4.3% | -0.3% | -4.3% |
| 5Y | -27.4% | -21.1% | -6.3% | -24.5% |
| All | +119.9% | +74.5% | +45.4% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling