+154.5%
TRV vs DPZ
-34.0%
+188.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | +0.2% | -7.3% | +7.5% | +1.2% |
| 30D | -2.3% | -7.6% | +5.3% | -1.3% |
| 3M | +22.7% | +1.8% | +20.9% | +22.1% |
| 6M | +21.9% | -21.8% | +43.8% | +25.5% |
| YTD | +27.5% | -22.0% | +49.5% | +31.1% |
| 1Y | +36.2% | -28.6% | +64.9% | +41.7% |
| 3Y | +140.6% | -13.1% | +153.7% | +144.1% |
| 5Y | +154.5% | -33.2% | +187.7% | +170.2% |
| All | +154.5% | -34.0% | +188.5% | +170.2% |
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