+132.0%
DPZ vs RUN
+74.1%
+57.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.6% | -0.7% |
| 7D | -3.5% | +3.2% | -6.7% | -3.8% |
| 30D | +5.7% | +19.5% | -13.8% | +4.3% |
| 3M | -7.5% | -9.6% | +2.1% | -7.2% |
| 6M | +6.2% | -37.3% | +43.5% | +8.7% |
| YTD | -19.8% | -50.7% | +30.9% | -17.5% |
| 1Y | -18.0% | -54.1% | +36.1% | -15.4% |
| 3Y | -8.8% | -3.9% | -4.9% | -19.7% |
| 5Y | -30.2% | -84.4% | +54.2% | -30.9% |
| 10Y | +132.0% | +77.5% | +54.5% | +71.6% |
| All | +132.0% | +74.1% | +57.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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