+641.0%
UMC vs DPZ
+5,248.7%
-4,607.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.4% | +7.0% |
| 7D | +0.1% | -3.5% | +3.7% | +1.1% |
| 30D | -28.7% | +5.7% | -34.4% | -30.1% |
| 3M | -15.1% | -7.5% | -7.6% | -13.9% |
| 6M | +5.0% | +6.2% | -1.3% | +0.7% |
| YTD | +108.2% | -19.8% | +128.0% | +115.7% |
| 1Y | +121.7% | -18.0% | +139.7% | +127.8% |
| 3Y | +139.8% | -8.8% | +148.6% | +133.3% |
| 5Y | +85.1% | -30.2% | +115.3% | +92.1% |
| 10Y | +1,341.4% | +132.0% | +1,209.4% | +817.3% |
| All | +641.0% | +5,248.7% | -4,607.7% | +19.2% |
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