+12.2%
IOT vs DPZ
-25.6%
+37.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.5% | +4.2% |
| 7D | -2.3% | -2.5% | +0.2% | -1.6% |
| 30D | +3.8% | -7.0% | +10.8% | +6.2% |
| 3M | +14.2% | +11.6% | +2.6% | +9.8% |
| 6M | +40.1% | -15.2% | +55.3% | +39.8% |
| YTD | +13.4% | -17.2% | +30.6% | +13.1% |
| 1Y | +12.2% | -24.8% | +37.0% | +14.9% |
| All | +12.2% | -25.6% | +37.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling