+65.6%
IYR vs DPZ
+145.4%
-79.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.8% | -8.6% | +5.7% | -1.3% |
| 30D | -2.5% | -11.2% | +8.7% | -0.5% |
| 3M | -3.0% | +1.4% | -4.4% | -3.5% |
| 6M | +1.6% | -19.9% | +21.5% | +5.2% |
| YTD | +7.3% | -23.0% | +30.3% | +11.7% |
| 1Y | +5.6% | -28.2% | +33.8% | +11.3% |
| 3Y | +28.1% | -14.2% | +42.3% | +29.4% |
| 5Y | +6.1% | -33.4% | +39.5% | +9.6% |
| All | +65.6% | +145.4% | -79.8% | +40.7% |
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