-36.1%
AUR vs DPZ
-34.0%
-2.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.8% |
| 7D | +0.2% | -8.6% | +8.7% | +5.8% |
| 30D | -8.9% | -11.2% | +2.3% | -2.3% |
| 3M | +4.6% | +1.4% | +3.2% | +1.1% |
| 6M | +44.9% | -19.9% | +64.7% | +62.7% |
| YTD | +64.8% | -23.0% | +87.9% | +89.7% |
| 1Y | +16.4% | -28.2% | +44.6% | +40.5% |
| 3Y | +85.1% | -14.2% | +99.3% | +87.4% |
| 5Y | -36.1% | -33.4% | -2.7% | -17.6% |
| All | -36.1% | -34.0% | -2.1% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling