+40.6%
ICE vs DPZ
-30.2%
+70.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | +5.0% | -4.4% | +9.4% | +6.0% |
| 3M | +13.9% | +7.6% | +6.2% | +11.6% |
| 6M | -4.4% | -16.9% | +12.5% | -0.8% |
| YTD | -1.9% | -18.6% | +16.7% | +2.1% |
| 1Y | -8.1% | -26.7% | +18.5% | -2.1% |
| 3Y | +42.5% | -9.3% | +51.8% | +40.9% |
| 5Y | +40.6% | -31.0% | +71.7% | +62.5% |
| All | +40.6% | -30.2% | +70.8% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling