-2.5%
DPZ vs RUN
-9.7%
+7.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.3% | -12.0% | 0.0% |
| 7D | +9.5% | +30.0% | -20.5% | +8.9% |
| 30D | +12.8% | +27.0% | -14.2% | +12.2% |
| 3M | -6.2% | -5.9% | -0.3% | -6.3% |
| 6M | +4.3% | -26.7% | +30.9% | +4.5% |
| YTD | -16.6% | -46.4% | +29.8% | -16.1% |
| 1Y | -12.8% | -52.1% | +39.2% | -12.3% |
| All | -2.5% | -9.7% | +7.2% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling