+55.4%
IOT vs DPZ
-34.8%
+90.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | -4.5% | -8.6% | +4.1% | -0.1% |
| 30D | -2.4% | -11.9% | +9.5% | +3.6% |
| 3M | +19.0% | +0.4% | +18.6% | +17.8% |
| 6M | +19.6% | -19.9% | +39.5% | +32.3% |
| YTD | +8.3% | -24.4% | +32.7% | +22.9% |
| 1Y | -0.8% | -30.4% | +29.6% | +17.3% |
| 3Y | +24.4% | -17.4% | +41.8% | +27.5% |
| All | +55.4% | -34.8% | +90.2% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling