-17.6%
UBER vs DPZ
-25.6%
+7.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -3.9% | -2.5% | -1.3% | -3.5% |
| 30D | +11.1% | -7.0% | +18.1% | +12.2% |
| 3M | +4.9% | +11.6% | -6.7% | +2.8% |
| 6M | -1.2% | -15.2% | +14.0% | -1.3% |
| YTD | -7.3% | -17.2% | +10.0% | -7.0% |
| 1Y | -17.6% | -24.8% | +7.2% | -14.6% |
| All | -17.6% | -25.6% | +7.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling