+255.6%
UAL vs DPZ
+2,823.0%
-2,567.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.2% |
| 7D | +8.2% | +6.6% | +1.6% | +4.6% |
| 30D | +2.3% | +10.3% | -8.0% | -3.1% |
| 3M | -12.7% | -6.2% | -6.5% | -10.1% |
| 6M | +12.7% | +4.2% | +8.5% | +8.4% |
| YTD | +0.8% | -18.4% | +19.2% | +9.8% |
| 1Y | +17.8% | -14.9% | +32.7% | +25.1% |
| 3Y | +206.7% | -4.6% | +211.3% | +193.9% |
| 5Y | +113.9% | -27.4% | +141.3% | +128.0% |
| 10Y | +97.0% | +125.9% | -28.9% | -21.8% |
| All | +255.6% | +2,823.0% | -2,567.3% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling