+2,700.7%
DPZ vs ULTA
+1,894.7%
+806.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.8% |
| 3M | -5.2% | +22.4% | -27.6% | -9.2% |
| 6M | +8.8% | +28.9% | -20.1% | +2.8% |
| YTD | -18.7% | +7.6% | -26.3% | -20.7% |
| 1Y | -15.7% | +21.6% | -37.3% | -20.1% |
| 3Y | -7.5% | +67.0% | -74.5% | -19.9% |
| 5Y | -30.1% | +64.2% | -94.3% | -39.8% |
| 10Y | +135.3% | +172.5% | -37.2% | +65.4% |
| All | +2,700.7% | +1,894.7% | +806.0% | +789.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling