+4.8%
IYR vs DPZ
-30.2%
+35.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -2.5% | -4.4% | +1.9% | -1.6% |
| 3M | +1.5% | +7.6% | -6.2% | -0.6% |
| 6M | +3.9% | -16.9% | +20.8% | +7.7% |
| YTD | +9.5% | -18.6% | +28.2% | +14.0% |
| 1Y | +7.5% | -26.7% | +34.1% | +14.5% |
| 3Y | +30.8% | -9.3% | +40.1% | +29.6% |
| 5Y | +4.8% | -31.0% | +35.8% | +14.8% |
| All | +4.8% | -30.2% | +35.0% | +14.8% |
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