+152.4%
DPZ vs ULTA
+124.2%
+28.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -1.2% |
| 7D | -1.5% | +0.7% | -2.1% | -1.6% |
| 30D | -4.4% | -2.8% | -1.6% | -4.1% |
| 3M | +7.6% | +18.7% | -11.0% | +4.6% |
| 6M | -16.9% | -15.0% | -1.9% | -15.3% |
| YTD | -18.6% | -9.2% | -9.4% | -18.0% |
| 1Y | -26.7% | +5.7% | -32.3% | -28.1% |
| 3Y | -9.3% | +32.8% | -42.1% | -16.0% |
| 5Y | -31.0% | +46.0% | -77.0% | -37.5% |
| 10Y | +152.4% | +125.5% | +26.9% | +102.6% |
| All | +152.4% | +124.2% | +28.1% | +102.6% |
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