+104.6%
UL vs DPZ
+116.9%
-12.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +2.6% | +2.2% | +0.4% | +2.3% |
| 30D | +6.8% | +6.7% | +0.1% | +5.9% |
| 3M | +5.7% | -4.5% | +10.3% | +6.3% |
| 6M | +15.9% | +3.3% | +12.6% | +15.2% |
| YTD | +4.3% | -19.4% | +23.7% | +6.6% |
| 1Y | -0.4% | -17.3% | +16.8% | +1.5% |
| 3Y | +35.0% | -8.4% | +43.3% | +34.7% |
| 5Y | +31.6% | -28.2% | +59.8% | +33.6% |
| 10Y | +104.6% | +130.9% | -26.2% | +84.3% |
| All | +104.6% | +116.9% | -12.2% | +84.3% |
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