+24.6%
IOT vs DPZ
-14.0%
+38.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -0.8% | -8.6% | +7.8% | +2.8% |
| 30D | -4.7% | -11.2% | +6.5% | -0.2% |
| 3M | +17.8% | +1.4% | +16.3% | +16.3% |
| 6M | +16.8% | -19.9% | +36.7% | +26.3% |
| YTD | +8.4% | -23.0% | +31.5% | +18.9% |
| 1Y | -0.8% | -28.2% | +27.4% | +11.8% |
| All | +24.6% | -14.0% | +38.6% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling