+161.6%
IWM vs DPZ
+123.5%
+38.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.5% |
| 7D | -2.0% | +6.6% | -8.6% | -3.5% |
| 30D | -1.5% | +10.3% | -11.7% | -3.7% |
| 3M | -8.0% | -6.2% | -1.8% | -7.0% |
| 6M | -4.1% | +4.2% | -8.3% | -5.8% |
| YTD | +11.9% | -18.4% | +30.3% | +16.1% |
| 1Y | +15.0% | -14.9% | +30.0% | +18.1% |
| 3Y | +64.2% | -4.6% | +68.8% | +62.2% |
| 5Y | +20.4% | -27.4% | +47.8% | +23.8% |
| All | +161.6% | +123.5% | +38.1% | +119.2% |
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