-28.8%
DPZ vs TRU
-33.8%
+4.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -0.2% |
| 7D | -2.5% | -6.8% | +4.2% | -0.8% |
| 30D | -7.0% | 0.0% | -7.0% | -7.1% |
| 3M | +11.6% | +13.3% | -1.7% | +7.8% |
| 6M | -15.2% | +3.4% | -18.6% | -16.4% |
| YTD | -17.2% | -6.4% | -10.9% | -16.9% |
| 1Y | -24.8% | -9.7% | -15.2% | -24.2% |
| 3Y | -8.7% | +0.1% | -8.8% | -12.6% |
| All | -28.8% | -33.8% | +4.9% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling