+178.3%
TRV vs DPZ
-28.4%
+206.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -2.4% | -3.5% | +1.2% | -1.9% |
| 30D | +7.5% | +5.7% | +1.8% | +6.6% |
| 3M | +6.7% | -7.5% | +14.2% | +7.8% |
| 6M | +35.5% | +6.2% | +29.3% | +33.8% |
| YTD | +39.3% | -19.8% | +59.1% | +42.8% |
| 1Y | +41.8% | -18.0% | +59.8% | +44.9% |
| 3Y | +147.3% | -8.8% | +156.1% | +149.2% |
| 5Y | +178.3% | -30.2% | +208.5% | +172.0% |
| All | +178.3% | -28.4% | +206.7% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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