+38.2%
IWM vs DPZ
-34.0%
+72.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.3% |
| 7D | -1.1% | -7.3% | +6.1% | +0.9% |
| 30D | -3.1% | -7.6% | +4.5% | -1.2% |
| 3M | +2.2% | +1.8% | +0.4% | +1.0% |
| 6M | +15.1% | -21.8% | +36.9% | +22.6% |
| YTD | +18.6% | -22.0% | +40.6% | +26.1% |
| 1Y | +24.0% | -28.6% | +52.6% | +35.4% |
| 3Y | +63.7% | -13.1% | +76.8% | +63.9% |
| 5Y | +38.2% | -33.2% | +71.4% | +49.8% |
| All | +38.2% | -34.0% | +72.2% | +49.8% |
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 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