+246.8%
DPZ vs TRU
+238.0%
+8.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -0.2% |
| 7D | -2.5% | -6.8% | +4.2% | -0.9% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +11.6% | +13.3% | -1.7% | +8.0% |
| 6M | -15.2% | +3.4% | -18.6% | -16.3% |
| YTD | -17.2% | -6.4% | -10.9% | -17.0% |
| 1Y | -24.8% | -9.7% | -15.2% | -24.3% |
| 3Y | -8.7% | +0.1% | -8.8% | -13.2% |
| 5Y | -28.9% | -34.0% | +5.1% | -26.7% |
| 10Y | +153.6% | +147.9% | +5.8% | +81.6% |
| All | +246.8% | +238.0% | +8.8% | +133.4% |
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