+138.9%
DPZ vs TRU
+182.8%
-43.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -2.5% | -2.2% | -0.3% | -1.9% |
| 30D | +12.5% | +20.2% | -7.6% | +7.4% |
| 3M | -5.2% | +2.2% | -7.5% | -6.1% |
| 6M | +8.8% | +17.6% | -8.8% | +3.9% |
| YTD | -18.7% | -5.0% | -13.7% | -18.9% |
| 1Y | -15.7% | -1.0% | -14.7% | -16.9% |
| 3Y | -7.5% | +56.5% | -64.0% | -21.0% |
| 5Y | -30.1% | -26.2% | -3.9% | -29.9% |
| All | +138.9% | +182.8% | -43.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling