+154.5%
DPZ vs TRI
+206.9%
-52.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -0.1% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -7.0% | +7.9% | -14.8% | -9.3% |
| 3M | +11.6% | +24.1% | -12.5% | +3.7% |
| 6M | -15.2% | +3.8% | -19.0% | -17.5% |
| YTD | -17.2% | -16.9% | -0.4% | -14.0% |
| 1Y | -24.8% | -38.4% | +13.5% | -13.5% |
| 3Y | -8.7% | -12.2% | +3.5% | -8.8% |
| 5Y | -28.9% | -1.8% | -27.1% | -32.9% |
| All | +154.5% | +206.9% | -52.4% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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