-30.1%
DPZ vs TROW
-36.8%
+6.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +12.5% | +6.7% | +5.8% | +10.0% |
| 3M | -5.2% | -1.7% | -3.5% | -4.8% |
| 6M | +8.8% | +7.8% | +1.0% | +5.7% |
| YTD | -18.7% | +9.9% | -28.6% | -21.8% |
| 1Y | -15.7% | +8.7% | -24.4% | -18.8% |
| 3Y | -7.5% | +35.2% | -42.7% | -19.2% |
| 5Y | -30.1% | -37.5% | +7.4% | -21.1% |
| All | -30.1% | -36.8% | +6.7% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling