+125.4%
IAU vs DPZ
-10.0%
+135.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -1.7% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +0.3% | -4.4% | +4.8% | +0.5% |
| 3M | +0.7% | +7.6% | -6.9% | +0.3% |
| 6M | -15.5% | -16.9% | +1.5% | -14.7% |
| YTD | +1.0% | -18.6% | +19.6% | +2.0% |
| 1Y | +19.6% | -26.7% | +46.2% | +21.6% |
| 3Y | +125.4% | -9.3% | +134.8% | +126.2% |
| All | +125.4% | -10.0% | +135.4% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 3y: compounded portfolio wealth divided by compounded DPZ 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…
3y analysis · Full analysis span regression · 6 months rolling