-28.9%
DPZ vs TRI
+0.5%
-29.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.2% | -2.9% | +5.1% | +3.1% |
| 30D | +15.5% | +3.7% | +11.8% | +13.8% |
| 3M | -2.0% | +3.7% | -5.7% | -3.8% |
| 6M | +12.1% | +35.1% | -23.0% | +0.3% |
| YTD | -16.6% | -14.0% | -2.6% | -13.3% |
| 1Y | -14.6% | -19.0% | +4.4% | -9.0% |
| 3Y | -4.1% | -12.0% | +7.8% | -7.1% |
| All | -28.9% | +0.5% | -29.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling