+67.6%
UBER vs DPZ
+33.9%
+33.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.2% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | +0.6% | +15.5% | -14.9% | -5.0% |
| 3M | -8.2% | -2.0% | -6.1% | -7.6% |
| 6M | -6.7% | +12.1% | -18.9% | -11.5% |
| YTD | -14.7% | -16.6% | +1.9% | -9.8% |
| 1Y | -24.1% | -14.6% | -9.5% | -20.6% |
| 3Y | +33.4% | -4.1% | +37.5% | +29.6% |
| 5Y | +54.5% | -28.3% | +82.8% | +65.6% |
| All | +67.6% | +33.9% | +33.8% | +30.1% |
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