-28.8%
DPZ vs URA
+128.0%
-156.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | -7.0% | +7.4% | -14.4% | -7.8% |
| 3M | +11.6% | -8.4% | +20.0% | +12.4% |
| 6M | -15.2% | -12.7% | -2.5% | -14.6% |
| YTD | -17.2% | +7.8% | -25.0% | -19.7% |
| 1Y | -24.8% | +19.5% | -44.3% | -29.0% |
| 3Y | -8.7% | +116.4% | -125.1% | -23.9% |
| All | -28.8% | +128.0% | -156.8% | -43.0% |
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