+154.5%
DPZ vs TROW
+131.1%
+23.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | -7.0% | -4.5% | -2.4% | -5.9% |
| 3M | +11.6% | +3.9% | +7.7% | +10.4% |
| 6M | -15.2% | +22.6% | -37.7% | -19.7% |
| YTD | -17.2% | +10.1% | -27.4% | -19.7% |
| 1Y | -24.8% | +3.6% | -28.4% | -26.0% |
| 3Y | -8.7% | +12.4% | -21.1% | -12.9% |
| 5Y | -28.9% | -37.5% | +8.6% | -25.7% |
| All | +154.5% | +131.1% | +23.4% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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