-16.7%
DPZ vs TRU
+0.7%
-17.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.8% |
| 3M | -5.2% | +2.2% | -7.5% | -5.8% |
| 6M | +8.8% | +17.6% | -8.8% | +5.3% |
| YTD | -18.7% | -5.0% | -13.7% | -19.5% |
| All | -16.7% | +0.7% | -17.4% | -19.1% |
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 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