-18.6%
DPZ vs UMAC
+214.8%
-233.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | -1.2% |
| 7D | +2.2% | -13.9% | +16.0% | +2.2% |
| 30D | +6.7% | -39.6% | +46.2% | +6.8% |
| 3M | -4.5% | -53.6% | +49.1% | -4.3% |
| 6M | +3.3% | -6.2% | +9.5% | +2.7% |
| YTD | -19.4% | -1.2% | -18.3% | -20.1% |
| 1Y | -17.3% | +9.7% | -26.9% | -18.2% |
| All | -18.6% | +214.8% | -233.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling