+241.3%
DPZ vs RUN
-24.4%
+265.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.3% | -12.0% | -0.5% |
| 7D | +9.5% | +30.0% | -20.5% | +7.5% |
| 30D | +12.8% | +27.0% | -14.2% | +10.9% |
| 3M | -6.2% | -5.9% | -0.3% | -6.2% |
| 6M | +4.3% | -26.7% | +30.9% | +5.6% |
| YTD | -16.6% | -46.4% | +29.8% | -14.7% |
| 1Y | -12.8% | -52.1% | +39.2% | -10.5% |
| 3Y | -0.8% | -8.9% | +8.1% | -11.5% |
| 5Y | -25.8% | -82.4% | +56.6% | -27.3% |
| 10Y | +130.9% | +109.6% | +21.3% | +72.2% |
| All | +241.3% | -24.4% | +265.8% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling