-28.0%
DPZ vs URA
+32.3%
-60.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.6% |
| 7D | +10.1% | -10.5% | +20.6% | +11.4% |
| 30D | +14.6% | -18.6% | +33.2% | +17.2% |
| 3M | -6.8% | -23.0% | +16.3% | -4.3% |
| 6M | +4.4% | -40.3% | +44.7% | +10.2% |
| YTD | -16.8% | -23.5% | +6.6% | -16.6% |
| 1Y | -14.5% | -31.1% | +16.6% | -12.9% |
| 3Y | -1.1% | +38.3% | -39.4% | -15.0% |
| 5Y | -28.0% | +34.6% | -62.6% | -40.4% |
| All | -28.0% | +32.3% | -60.2% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling