+145.0%
DPZ vs RUN
+68.6%
+76.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +2.5% |
| 7D | +2.2% | -13.5% | +15.8% | +3.2% |
| 30D | +15.5% | +18.3% | -2.8% | +14.0% |
| 3M | -2.0% | -12.5% | +10.5% | -1.5% |
| 6M | +12.1% | -40.3% | +52.5% | +15.1% |
| YTD | -16.6% | -53.1% | +36.5% | -14.0% |
| 1Y | -14.6% | -54.3% | +39.7% | -11.9% |
| 3Y | -4.1% | -6.5% | +2.4% | -15.6% |
| 5Y | -28.3% | -85.3% | +57.0% | -28.8% |
| All | +145.0% | +68.6% | +76.5% | +82.9% |
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