+237.6%
UMC vs DPZ
-28.2%
+265.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.2% | +8.1% | +2.0% |
| 7D | +13.6% | -7.3% | +20.9% | +9.8% |
| 30D | +20.8% | -7.6% | +28.3% | +16.3% |
| 3M | +16.1% | +1.8% | +14.3% | +20.4% |
| 6M | +137.3% | -21.8% | +159.1% | +139.4% |
| YTD | +193.8% | -22.0% | +215.8% | +198.6% |
| All | +237.6% | -28.2% | +265.7% | +251.7% |
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