+2,316.3%
ICE vs DPZ
+3,063.6%
-747.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.7% | -2.5% | +1.9% | +0.3% |
| 30D | +7.6% | -7.0% | +14.6% | +10.3% |
| 3M | +13.9% | +11.6% | +2.3% | +8.9% |
| 6M | -2.4% | -15.2% | +12.8% | +2.7% |
| YTD | +0.3% | -17.2% | +17.5% | +6.1% |
| 1Y | -6.4% | -24.8% | +18.4% | +2.3% |
| 3Y | +43.1% | -8.7% | +51.8% | +41.2% |
| 5Y | +42.1% | -28.9% | +71.0% | +49.8% |
| 10Y | +220.9% | +153.6% | +67.3% | +79.3% |
| All | +2,316.3% | +3,063.6% | -747.3% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling