+155.0%
DPZ vs DRI
+361.6%
-206.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | -7.0% | +3.8% | -10.8% | -7.7% |
| 3M | +11.6% | +13.0% | -1.4% | +8.9% |
| 6M | -15.2% | +8.3% | -23.5% | -16.7% |
| YTD | -17.2% | +20.6% | -37.9% | -20.6% |
| 1Y | -24.8% | +6.5% | -31.3% | -26.2% |
| 3Y | -8.7% | +53.7% | -62.4% | -16.8% |
| 5Y | -28.9% | +72.7% | -101.6% | -37.0% |
| All | +155.0% | +361.6% | -206.6% | +70.4% |
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