+128.9%
DPZ vs URA
+262.4%
-133.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.5% | +0.8% |
| 7D | +9.5% | -13.3% | +22.8% | +11.1% |
| 30D | +12.8% | -25.9% | +38.7% | +16.3% |
| 3M | -6.2% | -27.8% | +21.5% | -3.2% |
| 6M | +4.3% | -42.8% | +47.1% | +10.1% |
| YTD | -16.6% | -27.5% | +10.9% | -15.5% |
| 1Y | -12.8% | -35.1% | +22.3% | -10.5% |
| 3Y | -0.8% | +31.1% | -31.9% | -10.2% |
| 5Y | -25.8% | +29.8% | -55.6% | -34.5% |
| All | +128.9% | +262.4% | -133.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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