-30.1%
DPZ vs UUUU
-39.3%
+9.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.6% |
| 7D | -2.5% | +1.4% | -3.8% | -2.6% |
| 30D | +12.5% | -27.9% | +40.5% | +14.3% |
| 3M | -5.2% | -53.8% | +48.6% | -1.7% |
| 6M | +8.8% | -68.1% | +76.9% | +14.9% |
| YTD | -18.7% | -54.1% | +35.4% | -17.7% |
| 1Y | -15.7% | -57.8% | +42.1% | -14.4% |
| 3Y | -7.5% | -15.4% | +7.9% | -16.0% |
| 5Y | -30.1% | -39.2% | +9.1% | -37.9% |
| All | -30.1% | -39.3% | +9.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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