+117.8%
UAL vs DPZ
+153.4%
-35.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.9% |
| 7D | +0.7% | -2.5% | +3.3% | +1.2% |
| 30D | -16.1% | -7.0% | -9.1% | -14.9% |
| 3M | +6.1% | +11.6% | -5.5% | +3.6% |
| 6M | +10.8% | -15.2% | +26.0% | +14.1% |
| YTD | -0.4% | -17.2% | +16.9% | +2.9% |
| 1Y | +5.0% | -24.8% | +29.9% | +10.6% |
| 3Y | +124.0% | -8.7% | +132.7% | +126.5% |
| 5Y | +141.0% | -28.9% | +169.9% | +147.4% |
| All | +117.8% | +153.4% | -35.6% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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