+504.8%
UL vs DPZ
+5,339.6%
-4,834.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +0.3% | +3.7% | -3.4% | -0.3% |
| 30D | +7.0% | +8.0% | -1.0% | +5.7% |
| 3M | +5.8% | -4.2% | +10.0% | +6.4% |
| 6M | +16.1% | +4.6% | +11.5% | +15.0% |
| YTD | +4.5% | -18.4% | +22.9% | +7.4% |
| 1Y | -1.3% | -16.8% | +15.5% | +1.1% |
| 3Y | +35.0% | -5.0% | +40.0% | +33.8% |
| 5Y | +31.9% | -27.8% | +59.7% | +34.8% |
| 10Y | +99.3% | +121.1% | -21.8% | +63.1% |
| All | +504.8% | +5,339.6% | -4,834.8% | +181.2% |
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