+348.8%
IYR vs DPZ
+5,324.1%
-4,975.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -0.1% | -2.5% | +2.4% | +0.7% |
| 30D | +5.7% | +12.5% | -6.8% | +1.4% |
| 3M | -0.6% | -5.2% | +4.6% | +0.8% |
| 6M | +0.5% | +8.8% | -8.2% | -3.3% |
| YTD | +10.4% | -18.7% | +29.1% | +16.7% |
| 1Y | +9.2% | -15.7% | +24.9% | +13.8% |
| 3Y | +40.5% | -7.5% | +48.0% | +38.1% |
| 5Y | +5.9% | -30.1% | +36.0% | +12.0% |
| 10Y | +86.5% | +135.3% | -48.8% | +9.5% |
| All | +348.8% | +5,324.1% | -4,975.3% | -43.8% |
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 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