+124.0%
DPZ vs UTHR
+382.4%
-258.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +6.6% | -6.1% | +12.7% | +7.3% |
| 30D | +10.3% | +3.1% | +7.2% | +9.9% |
| 3M | -6.2% | +5.5% | -11.6% | -7.0% |
| 6M | +4.2% | -5.8% | +10.1% | +4.7% |
| YTD | -18.4% | +15.3% | -33.7% | -20.4% |
| 1Y | -14.9% | +23.8% | -38.7% | -17.7% |
| 3Y | -4.6% | +146.3% | -150.9% | -17.3% |
| 5Y | -27.4% | +177.8% | -205.2% | -38.8% |
| All | +124.0% | +382.4% | -258.4% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling