+245.1%
ICE vs DPZ
+119.6%
+125.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +1.0% | +3.7% | -2.7% | +0.3% |
| 30D | +11.4% | +8.0% | +3.4% | +9.7% |
| 3M | +16.2% | -4.2% | +20.4% | +16.9% |
| 6M | +12.5% | +4.6% | +7.9% | +11.1% |
| YTD | +8.6% | -18.4% | +27.0% | +12.2% |
| 1Y | +18.4% | -16.8% | +35.1% | +21.8% |
| 3Y | +66.4% | -5.0% | +71.5% | +64.7% |
| 5Y | +37.2% | -27.8% | +65.0% | +40.2% |
| All | +245.1% | +119.6% | +125.5% | +192.8% |
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