+124.0%
DPZ vs RUN
+102.4%
+21.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | +6.6% | +33.4% | -26.9% | +4.5% |
| 30D | +10.3% | +31.1% | -20.9% | +8.2% |
| 3M | -6.2% | +6.4% | -12.6% | -6.8% |
| 6M | +4.2% | -22.2% | +26.5% | +5.1% |
| YTD | -18.4% | -45.8% | +27.4% | -16.6% |
| 1Y | -14.9% | -51.1% | +36.2% | -12.7% |
| 3Y | -4.6% | -3.0% | -1.6% | -15.8% |
| 5Y | -27.4% | -82.2% | +54.8% | -28.8% |
| All | +124.0% | +102.4% | +21.5% | +65.0% |
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