-28.8%
DPZ vs RUN
-80.5%
+51.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.5% | +1.3% | -3.8% | -2.6% |
| 30D | -7.0% | -15.3% | +8.3% | -6.2% |
| 3M | +11.6% | -40.0% | +51.6% | +14.3% |
| 6M | -15.2% | -27.0% | +11.8% | -14.3% |
| YTD | -17.2% | -51.7% | +34.4% | -15.1% |
| 1Y | -24.8% | -45.9% | +21.0% | -23.9% |
| 3Y | -8.7% | -43.8% | +35.1% | -15.1% |
| All | -28.8% | -80.5% | +51.6% | -30.3% |
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