-14.9%
DPZ vs TRU
+2.1%
-17.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | +6.6% | +5.7% | +0.8% | +5.2% |
| 30D | +10.3% | +29.2% | -18.9% | +3.9% |
| 3M | -6.2% | +2.7% | -8.8% | -6.8% |
| 6M | +4.2% | +15.2% | -11.0% | +1.2% |
| YTD | -18.4% | -4.9% | -13.5% | -19.1% |
| 1Y | -14.9% | +3.4% | -18.3% | -18.7% |
| All | -14.9% | +2.1% | -17.1% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling