+71.0%
UBER vs DPZ
+25.2%
+45.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.2% |
| 7D | -7.0% | -7.3% | +0.3% | -4.2% |
| 30D | -8.9% | -7.6% | -1.3% | -6.1% |
| 3M | +1.0% | +1.8% | -0.8% | -0.2% |
| 6M | -3.7% | -21.8% | +18.1% | +5.0% |
| YTD | -13.0% | -22.0% | +9.0% | -5.3% |
| 1Y | -25.5% | -28.6% | +3.1% | -16.1% |
| 3Y | +50.5% | -13.1% | +63.5% | +52.3% |
| 5Y | +76.2% | -33.2% | +109.4% | +94.2% |
| All | +71.0% | +25.2% | +45.8% | +36.6% |
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 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