+242.0%
DPZ vs TRU
+243.5%
-1.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | +6.6% | +5.7% | +0.8% | +5.1% |
| 30D | +10.3% | +29.2% | -18.9% | +3.3% |
| 3M | -6.2% | +2.7% | -8.8% | -7.1% |
| 6M | +4.2% | +15.2% | -11.0% | +0.1% |
| YTD | -18.4% | -4.9% | -13.5% | -18.7% |
| 1Y | -14.9% | +3.4% | -18.3% | -17.0% |
| 3Y | -4.6% | +63.2% | -67.8% | -19.4% |
| 5Y | -27.4% | -26.6% | -0.8% | -27.1% |
| 10Y | +125.9% | +172.8% | -46.9% | +57.7% |
| All | +242.0% | +243.5% | -1.5% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling