+482.9%
UL vs DPZ
+5,417.8%
-4,934.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -1.3% | -2.5% | +1.2% | -0.9% |
| 30D | +0.5% | -7.0% | +7.4% | +1.6% |
| 3M | +17.6% | +11.6% | +6.0% | +15.4% |
| 6M | -5.4% | -15.2% | +9.8% | -3.2% |
| YTD | +0.7% | -17.2% | +18.0% | +3.3% |
| 1Y | -9.3% | -24.8% | +15.6% | -5.6% |
| 3Y | +24.5% | -8.7% | +33.2% | +24.1% |
| 5Y | +23.2% | -28.9% | +52.1% | +26.1% |
| 10Y | +64.5% | +153.6% | -89.2% | +31.5% |
| All | +482.9% | +5,417.8% | -4,934.9% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling