+5,542.7%
DPZ vs TRI
+518.6%
+5,024.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -0.3% |
| 7D | +6.6% | -4.8% | +11.4% | +8.3% |
| 30D | +10.3% | +13.4% | -3.1% | +4.5% |
| 3M | -6.2% | +13.1% | -19.3% | -11.6% |
| 6M | +4.2% | +24.4% | -20.2% | -6.9% |
| YTD | -18.4% | -11.4% | -7.0% | -17.9% |
| 1Y | -14.9% | -15.6% | +0.7% | -12.7% |
| 3Y | -4.6% | -6.5% | +1.8% | -8.4% |
| 5Y | -27.4% | +5.3% | -32.7% | -34.3% |
| 10Y | +125.9% | +239.9% | -114.0% | +16.3% |
| All | +5,542.7% | +518.6% | +5,024.1% | +2,003.1% |
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