+773.7%
IJH vs DPZ
+5,326.0%
-4,552.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.2% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | -3.1% | -4.4% | +1.3% | -2.0% |
| 3M | +1.9% | +7.6% | -5.7% | -0.8% |
| 6M | +11.0% | -16.9% | +27.9% | +15.8% |
| YTD | +14.7% | -18.6% | +33.4% | +20.1% |
| 1Y | +15.6% | -26.7% | +42.2% | +24.5% |
| 3Y | +52.5% | -9.3% | +61.8% | +52.0% |
| 5Y | +49.1% | -31.0% | +80.1% | +57.6% |
| 10Y | +177.7% | +152.4% | +25.3% | +86.1% |
| All | +773.7% | +5,326.0% | -4,552.4% | +98.2% |
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