+141.8%
UMC vs DPZ
-30.2%
+172.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.7% | +5.3% |
| 7D | +6.6% | -1.5% | +8.1% | +6.8% |
| 30D | +16.6% | -4.4% | +21.0% | +17.3% |
| 3M | +11.0% | +7.6% | +3.4% | +8.4% |
| 6M | +131.3% | -16.9% | +148.2% | +141.3% |
| YTD | +182.5% | -18.6% | +201.1% | +195.7% |
| 1Y | +222.3% | -26.7% | +248.9% | +247.6% |
| 3Y | +253.0% | -9.3% | +262.3% | +244.1% |
| 5Y | +141.8% | -31.0% | +172.9% | +145.5% |
| All | +141.8% | -30.2% | +172.0% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling