-30.1%
DPZ vs ULTA
+64.2%
-94.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +12.5% | +12.4% | +0.1% | +9.6% |
| 3M | -5.2% | +22.4% | -27.6% | -9.5% |
| 6M | +8.8% | +28.9% | -20.1% | +2.4% |
| YTD | -18.7% | +7.6% | -26.3% | -21.0% |
| 1Y | -15.7% | +21.6% | -37.3% | -20.8% |
| 3Y | -7.5% | +67.0% | -74.5% | -23.8% |
| 5Y | -30.1% | +64.2% | -94.3% | -44.5% |
| All | -30.1% | +64.2% | -94.3% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling