+130.9%
DPZ vs TROW
+136.0%
-5.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +2.2% | +4.4% | -2.2% | +1.0% |
| 30D | +6.7% | +5.5% | +1.2% | +5.2% |
| 3M | -4.5% | -1.3% | -3.2% | -4.3% |
| 6M | +3.3% | +7.9% | -4.6% | +1.1% |
| YTD | -19.4% | +12.6% | -32.1% | -22.3% |
| 1Y | -17.3% | +13.3% | -30.6% | -20.4% |
| 3Y | -8.4% | +38.6% | -47.0% | -17.1% |
| 5Y | -28.2% | -34.7% | +6.5% | -25.6% |
| 10Y | +130.9% | +129.9% | +0.9% | +102.9% |
| All | +130.9% | +136.0% | -5.1% | +102.9% |
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