+18.0%
UAL vs DPZ
+4.9%
+13.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.8% | -4.6% |
| 7D | +5.0% | +9.5% | -4.5% | +3.1% |
| 30D | -1.2% | +12.8% | -14.0% | -3.6% |
| 3M | -16.8% | -6.2% | -10.5% | -16.5% |
| 6M | +18.0% | +4.3% | +13.7% | +18.7% |
| All | +18.0% | +4.9% | +13.1% | +18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling