+121.1%
DPZ vs TRI
+225.4%
-104.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.1% |
| 7D | +3.7% | -11.4% | +15.1% | +7.2% |
| 30D | +8.0% | +4.9% | +3.1% | +6.1% |
| 3M | -4.2% | +7.0% | -11.2% | -6.9% |
| 6M | +4.6% | +18.2% | -13.6% | -2.4% |
| YTD | -18.4% | -14.8% | -3.6% | -16.3% |
| 1Y | -16.8% | -18.0% | +1.2% | -13.5% |
| 3Y | -5.0% | -12.0% | +6.9% | -5.6% |
| 5Y | -27.8% | -0.8% | -27.0% | -32.5% |
| 10Y | +121.1% | +220.1% | -99.1% | +36.9% |
| All | +121.1% | +225.4% | -104.4% | +36.9% |
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