-35.7%
AUR vs DPZ
-22.6%
-13.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.6% |
| 7D | +1.4% | -8.6% | +10.1% | +6.8% |
| 30D | -6.4% | -11.9% | +5.5% | +0.4% |
| 3M | +7.7% | +0.4% | +7.3% | +4.9% |
| 6M | +44.5% | -19.9% | +64.4% | +60.8% |
| YTD | +67.4% | -24.4% | +91.8% | +93.0% |
| 1Y | +15.4% | -30.4% | +45.9% | +40.4% |
| 3Y | +94.8% | -17.4% | +112.2% | +104.7% |
| 5Y | -35.1% | -34.6% | -0.5% | -25.0% |
| All | -35.7% | -22.6% | -13.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling