+5,867.3%
URI vs DPZ
+5,460.8%
+406.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.2% |
| 7D | -12.9% | +9.5% | -22.4% | -16.4% |
| 30D | -3.4% | +12.8% | -16.2% | -8.6% |
| 3M | -10.0% | -6.2% | -3.8% | -8.4% |
| 6M | +12.2% | +4.3% | +7.9% | +7.9% |
| YTD | +29.8% | -16.6% | +46.4% | +36.9% |
| 1Y | +24.6% | -12.8% | +37.4% | +28.7% |
| 3Y | +137.6% | -0.8% | +138.4% | +127.3% |
| 5Y | +176.6% | -25.8% | +202.4% | +193.0% |
| 10Y | +1,402.6% | +130.9% | +1,271.7% | +729.2% |
| All | +5,867.3% | +5,460.8% | +406.4% | +457.4% |
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