-27.8%
DPZ vs RUN
-83.2%
+55.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | +3.7% | +18.1% | -14.4% | +2.7% |
| 30D | +8.0% | +27.5% | -19.5% | +6.5% |
| 3M | -4.2% | -4.5% | +0.3% | -4.2% |
| 6M | +4.6% | -33.3% | +37.9% | +6.2% |
| YTD | -18.4% | -47.1% | +28.6% | -16.9% |
| 1Y | -16.8% | -43.1% | +26.4% | -15.7% |
| 3Y | -5.0% | -3.0% | -2.0% | -16.4% |
| 5Y | -27.8% | -82.6% | +54.8% | -24.5% |
| All | -27.8% | -83.2% | +55.4% | -24.5% |
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