+5,650.9%
DPZ vs DRI
+2,181.7%
+3,469.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.1% | +0.3% | +3.5% |
| 7D | +10.1% | +6.5% | +3.6% | +7.6% |
| 30D | +14.6% | +16.4% | -1.8% | +8.3% |
| 3M | -6.8% | +13.6% | -20.4% | -11.3% |
| 6M | +4.4% | +22.0% | -17.6% | -3.4% |
| YTD | -16.8% | +29.3% | -46.1% | -25.1% |
| 1Y | -14.5% | +32.0% | -46.5% | -23.7% |
| 3Y | -1.1% | +68.5% | -69.6% | -20.9% |
| 5Y | -28.0% | +86.3% | -114.3% | -45.4% |
| 10Y | +130.2% | +380.2% | -250.0% | -7.8% |
| All | +5,650.9% | +2,181.7% | +3,469.2% | +892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling