+145.0%
DPZ vs TRU
+183.1%
-38.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +15.5% | +21.3% | -5.8% | +9.9% |
| 3M | -2.0% | +0.2% | -2.2% | -2.4% |
| 6M | +12.1% | +22.4% | -10.2% | +6.1% |
| YTD | -16.6% | -4.8% | -11.7% | -16.9% |
| 1Y | -14.6% | -0.2% | -14.4% | -15.9% |
| 3Y | -4.1% | +57.9% | -62.1% | -18.3% |
| 5Y | -28.3% | -26.1% | -2.2% | -28.1% |
| All | +145.0% | +183.1% | -38.1% | +78.5% |
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