+30.9%
IYR vs DPZ
-8.5%
+39.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -1.2% | -2.5% | +1.3% | -0.8% |
| 30D | -2.9% | -7.0% | +4.1% | -1.5% |
| 3M | +0.8% | +11.6% | -10.8% | -1.7% |
| 6M | +1.9% | -15.2% | +17.0% | +4.8% |
| YTD | +9.6% | -17.2% | +26.9% | +13.3% |
| 1Y | +8.1% | -24.8% | +32.9% | +14.0% |
| All | +30.9% | -8.5% | +39.4% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling