-34.9%
AUR vs DPZ
-16.7%
-18.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.3% | +3.7% |
| 7D | +19.2% | -1.5% | +20.7% | +20.3% |
| 30D | -7.8% | -4.4% | -3.4% | -5.6% |
| 3M | +4.0% | +7.6% | -3.6% | -2.6% |
| 6M | +45.0% | -16.9% | +61.9% | +58.9% |
| YTD | +69.5% | -18.6% | +88.2% | +87.3% |
| 1Y | +13.0% | -26.7% | +39.7% | +33.9% |
| 3Y | +90.4% | -9.3% | +99.7% | +89.0% |
| 5Y | -34.2% | -31.0% | -3.2% | -27.0% |
| All | -34.9% | -16.7% | -18.2% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling