+128.9%
DPZ vs DRI
+371.9%
-243.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +9.5% | +3.7% | +5.8% | +8.7% |
| 30D | +12.8% | +13.5% | -0.7% | +9.9% |
| 3M | -6.2% | +10.4% | -16.6% | -8.1% |
| 6M | +4.3% | +19.5% | -15.2% | +0.5% |
| YTD | -16.6% | +28.2% | -44.8% | -20.9% |
| 1Y | -12.8% | +31.0% | -43.8% | -17.7% |
| 3Y | -0.8% | +67.1% | -67.9% | -11.1% |
| 5Y | -25.8% | +74.7% | -100.5% | -34.5% |
| All | +128.9% | +371.9% | -243.1% | +66.6% |
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