+2,749.0%
DPZ vs ULTA
+1,628.6%
+1,120.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -2.5% | +9.0% | -11.6% | -4.3% |
| 30D | -7.0% | +4.6% | -11.5% | -8.0% |
| 3M | +11.6% | +22.0% | -10.4% | +6.9% |
| 6M | -15.2% | -14.7% | -0.5% | -13.0% |
| YTD | -17.2% | -6.8% | -10.5% | -16.8% |
| 1Y | -24.8% | +6.5% | -31.4% | -26.8% |
| 3Y | -8.7% | +35.6% | -44.3% | -17.3% |
| 5Y | -28.9% | +47.6% | -76.5% | -37.6% |
| 10Y | +153.6% | +128.9% | +24.7% | +84.5% |
| All | +2,749.0% | +1,628.6% | +1,120.4% | +832.5% |
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 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