+45.3%
ICE vs DPZ
-7.0%
+52.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -0.7% | -2.5% | +1.9% | -0.2% |
| 30D | +7.6% | -7.0% | +14.6% | +9.1% |
| 3M | +13.9% | +11.6% | +2.3% | +11.3% |
| 6M | -2.4% | -15.2% | +12.8% | +0.1% |
| YTD | +0.3% | -17.2% | +17.5% | +3.1% |
| 1Y | -6.4% | -24.8% | +18.4% | -2.3% |
| All | +45.3% | -7.0% | +52.3% | +45.0% |
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