+1,478.2%
TRV vs DPZ
+5,417.8%
-3,939.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.9% |
| 7D | -0.1% | -2.5% | +2.4% | +0.5% |
| 30D | -3.4% | -7.0% | +3.5% | -1.9% |
| 3M | +26.4% | +11.6% | +14.8% | +22.7% |
| 6M | +19.3% | -15.2% | +34.5% | +23.2% |
| YTD | +28.3% | -17.2% | +45.6% | +33.1% |
| 1Y | +34.3% | -24.8% | +59.1% | +42.3% |
| 3Y | +140.1% | -8.7% | +148.8% | +139.1% |
| 5Y | +155.7% | -28.9% | +184.6% | +164.2% |
| 10Y | +285.5% | +153.6% | +131.9% | +166.5% |
| All | +1,478.2% | +5,417.8% | -3,939.6% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling