+5,622.1%
DPZ vs TRI
+480.7%
+5,141.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | +0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -7.0% | +7.9% | -14.8% | -10.1% |
| 3M | +11.6% | +24.1% | -12.5% | +1.2% |
| 6M | -15.2% | +3.8% | -19.0% | -18.4% |
| YTD | -17.2% | -16.9% | -0.4% | -14.0% |
| 1Y | -24.8% | -38.4% | +13.5% | -11.6% |
| 3Y | -8.7% | -12.2% | +3.5% | -9.4% |
| 5Y | -28.9% | -1.8% | -27.1% | -33.4% |
| 10Y | +153.6% | +207.6% | -54.0% | +37.0% |
| All | +5,622.1% | +480.7% | +5,141.4% | +2,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling