+609.7%
UMC vs DPZ
+5,462.3%
-4,852.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.8% | -3.0% |
| 7D | +11.2% | +2.2% | +9.0% | +10.5% |
| 30D | -28.0% | +15.5% | -43.5% | -31.2% |
| 3M | -20.5% | -2.0% | -18.5% | -20.7% |
| 6M | -1.6% | +12.1% | -13.7% | -7.0% |
| YTD | +99.4% | -16.6% | +116.0% | +104.3% |
| 1Y | +120.4% | -14.6% | +135.0% | +123.8% |
| 3Y | +134.2% | -4.1% | +138.4% | +124.6% |
| 5Y | +78.8% | -28.3% | +107.1% | +84.3% |
| 10Y | +1,280.4% | +141.3% | +1,139.2% | +768.7% |
| All | +609.7% | +5,462.3% | -4,852.6% | +12.8% |
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