+6.5%
IYR vs DPZ
-29.3%
+35.7%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.5% |
| 7D | -0.9% | -7.3% | +6.4% | +0.2% |
| 30D | -2.4% | -7.6% | +5.2% | -1.3% |
| 3M | -2.0% | +1.8% | -3.8% | -2.5% |
| 6M | +2.5% | -21.8% | +24.3% | +5.3% |
| YTD | +8.3% | -22.0% | +30.3% | +11.7% |
| 1Y | +6.5% | -28.6% | +35.1% | +11.7% |
| All | +6.5% | -29.3% | +35.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling