-17.1%
DPZ vs IRE
-97.0%
+79.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -23.2% | +28.7% | +4.9% |
| 7D | +10.1% | -46.8% | +56.9% | +8.8% |
| 30D | +14.6% | -75.5% | +90.1% | +11.9% |
| 3M | -6.8% | -79.4% | +72.7% | -8.8% |
| 6M | +4.4% | -91.3% | +95.7% | +2.2% |
| YTD | -16.8% | -90.8% | +74.0% | -17.6% |
| 1Y | -14.5% | -97.7% | +83.3% | -18.0% |
| All | -17.1% | -97.0% | +79.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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