-16.2%
DPZ vs ULTA
+27.1%
-43.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.4% |
| 7D | +3.7% | +4.3% | -0.7% | +3.2% |
| 30D | +8.0% | +16.6% | -8.6% | +6.4% |
| 3M | -4.2% | +17.7% | -21.9% | -5.8% |
| 6M | +4.6% | +27.5% | -22.9% | +1.5% |
| YTD | -18.4% | +9.9% | -28.4% | -22.1% |
| All | -16.2% | +27.1% | -43.3% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling