-27.5%
DPZ vs RUN
-82.6%
+55.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | +6.6% | +33.4% | -26.9% | +4.9% |
| 30D | +10.3% | +31.1% | -20.9% | +8.6% |
| 3M | -6.2% | +6.4% | -12.6% | -6.7% |
| 6M | +4.2% | -22.2% | +26.5% | +4.9% |
| YTD | -18.4% | -45.8% | +27.4% | -17.0% |
| 1Y | -14.9% | -51.1% | +36.2% | -13.2% |
| 3Y | -4.6% | -3.0% | -1.6% | -15.9% |
| All | -27.5% | -82.6% | +55.0% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling