-12.3%
IP vs DPZ
-28.1%
+15.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | 0.0% | +2.2% | -2.1% | -0.6% |
| 30D | +9.4% | +6.7% | +2.7% | +7.4% |
| 3M | -14.1% | -4.5% | -9.5% | -13.2% |
| 6M | +9.2% | +3.3% | +5.9% | +7.7% |
| YTD | -7.5% | -19.4% | +11.9% | -3.0% |
| 1Y | -2.8% | -17.3% | +14.5% | +1.2% |
| 3Y | +21.2% | -8.4% | +29.6% | +20.8% |
| All | -12.3% | -28.1% | +15.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling