+124.0%
DPZ vs DRI
+367.2%
-243.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | +6.6% | +2.8% | +3.8% | +6.0% |
| 30D | +10.3% | +13.3% | -3.0% | +7.5% |
| 3M | -6.2% | +8.2% | -14.3% | -7.7% |
| 6M | +4.2% | +17.5% | -13.3% | +0.8% |
| YTD | -18.4% | +26.9% | -45.3% | -22.5% |
| 1Y | -14.9% | +31.6% | -46.5% | -19.8% |
| 3Y | -4.6% | +67.0% | -71.6% | -14.4% |
| 5Y | -27.4% | +72.9% | -100.3% | -35.8% |
| All | +124.0% | +367.2% | -243.2% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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