+124.0%
DPZ vs URA
+278.3%
-154.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.5% | -2.6% |
| 7D | +6.6% | -4.1% | +10.7% | +7.0% |
| 30D | +10.3% | -19.0% | +29.3% | +12.7% |
| 3M | -6.2% | -25.1% | +19.0% | -3.5% |
| 6M | +4.2% | -44.5% | +48.7% | +10.6% |
| YTD | -18.4% | -24.3% | +5.9% | -17.7% |
| 1Y | -14.9% | -28.1% | +13.2% | -13.8% |
| 3Y | -4.6% | +40.7% | -45.3% | -14.4% |
| 5Y | -27.4% | +35.5% | -62.9% | -36.2% |
| All | +124.0% | +278.3% | -154.3% | +78.3% |
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