+554.1%
IWM vs DPZ
+5,341.2%
-4,787.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.1% | +1.7% |
| 7D | -2.0% | +6.6% | -8.6% | -4.0% |
| 30D | -1.5% | +10.3% | -11.7% | -4.6% |
| 3M | -8.0% | -6.2% | -1.8% | -6.6% |
| 6M | -4.1% | +4.2% | -8.3% | -6.5% |
| YTD | +11.9% | -18.4% | +30.3% | +17.3% |
| 1Y | +15.0% | -14.9% | +30.0% | +18.8% |
| 3Y | +64.2% | -4.6% | +68.8% | +60.4% |
| 5Y | +20.4% | -27.4% | +47.8% | +25.9% |
| 10Y | +168.0% | +125.9% | +42.1% | +75.3% |
| All | +554.1% | +5,341.2% | -4,787.1% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling