-0.4%
UL vs DPZ
-17.6%
+17.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.6% | +2.2% | +0.4% | +2.0% |
| 30D | +6.8% | +6.7% | +0.1% | +5.1% |
| 3M | +5.7% | -4.5% | +10.3% | +6.5% |
| 6M | +15.9% | +3.3% | +12.6% | +14.8% |
| YTD | +4.3% | -19.4% | +23.7% | +8.1% |
| 1Y | -0.4% | -17.3% | +16.8% | +3.0% |
| All | -0.4% | -17.6% | +17.1% | +3.0% |
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