+109.7%
UL vs DPZ
+140.2%
-30.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.5% | +0.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.8% |
| 30D | +4.5% | +15.5% | -11.0% | +2.6% |
| 3M | +6.5% | -2.0% | +8.5% | +6.6% |
| 6M | +18.2% | +12.1% | +6.0% | +16.3% |
| YTD | +4.7% | -16.6% | +21.3% | +6.6% |
| 1Y | +0.8% | -14.6% | +15.3% | +2.3% |
| 3Y | +35.9% | -4.1% | +40.0% | +34.8% |
| 5Y | +33.4% | -28.3% | +61.7% | +35.3% |
| All | +109.7% | +140.2% | -30.5% | +90.1% |
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