+214.9%
ICE vs DPZ
+143.2%
+71.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | 0.0% |
| 7D | -0.9% | -7.3% | +6.4% | +0.6% |
| 30D | +4.0% | -7.6% | +11.5% | +5.5% |
| 3M | +11.0% | +1.8% | +9.2% | +10.3% |
| 6M | -5.0% | -21.8% | +16.9% | -0.8% |
| YTD | -2.7% | -22.0% | +19.3% | +1.5% |
| 1Y | -8.6% | -28.6% | +20.0% | -3.1% |
| 3Y | +41.4% | -13.1% | +54.4% | +42.3% |
| 5Y | +39.9% | -33.2% | +73.1% | +45.0% |
| 10Y | +214.9% | +147.0% | +67.9% | +156.4% |
| All | +214.9% | +143.2% | +71.7% | +156.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling