+124.0%
DPZ vs ULTA
+178.2%
-54.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | +6.6% | +0.7% | +5.9% | +6.5% |
| 30D | +10.3% | +18.2% | -7.9% | +7.3% |
| 3M | -6.2% | +19.7% | -25.8% | -9.0% |
| 6M | +4.2% | +20.5% | -16.3% | +0.8% |
| YTD | -18.4% | +6.6% | -25.0% | -19.9% |
| 1Y | -14.9% | +26.5% | -41.4% | -19.0% |
| 3Y | -4.6% | +67.0% | -71.7% | -15.0% |
| 5Y | -27.4% | +64.5% | -91.9% | -35.6% |
| All | +124.0% | +178.2% | -54.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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