-57.9%
AUR vs DPZ
-14.6%
-43.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.8% | -4.6% |
| 7D | -4.5% | +2.2% | -6.8% | -5.8% |
| 30D | -16.6% | +15.5% | -32.1% | -23.9% |
| 3M | -38.5% | -2.0% | -36.4% | -38.5% |
| 6M | -49.9% | +12.1% | -62.0% | -54.8% |
| YTD | +9.6% | -16.6% | +26.2% | +18.3% |
| 1Y | +1.2% | -14.6% | +15.8% | +7.2% |
| 3Y | +128.8% | -4.1% | +133.0% | +117.6% |
| 5Y | -57.9% | -28.3% | -29.6% | -54.5% |
| All | -57.9% | -14.6% | -43.3% | -55.4% |
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