+132.0%
DPZ vs TRI
+221.6%
-89.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -3.5% | -7.2% | +3.6% | -1.4% |
| 30D | +5.7% | +4.4% | +1.3% | +4.0% |
| 3M | -7.5% | +4.5% | -12.0% | -9.4% |
| 6M | +6.2% | +23.7% | -17.5% | -2.3% |
| YTD | -19.8% | -14.4% | -5.4% | -17.8% |
| 1Y | -18.0% | -17.4% | -0.6% | -14.9% |
| 3Y | -8.8% | -11.0% | +2.2% | -9.6% |
| 5Y | -30.2% | +0.7% | -30.9% | -35.0% |
| 10Y | +132.0% | +224.0% | -92.0% | +49.4% |
| All | +132.0% | +221.6% | -89.6% | +49.4% |
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