+144.3%
IWM vs DPZ
+134.3%
+10.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -2.0% |
| 7D | +2.8% | -2.5% | +5.2% | +3.3% |
| 30D | +0.6% | +12.5% | -11.9% | -2.1% |
| 3M | -7.8% | -5.2% | -2.6% | -6.9% |
| 6M | -1.0% | +8.8% | -9.7% | -3.7% |
| YTD | +13.9% | -18.7% | +32.5% | +18.3% |
| 1Y | +15.4% | -15.7% | +31.1% | +18.8% |
| 3Y | +70.2% | -7.5% | +77.7% | +69.3% |
| 5Y | +23.7% | -30.1% | +53.8% | +28.1% |
| All | +144.3% | +134.3% | +10.1% | +96.2% |
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 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