+857.1%
UMC vs DPZ
+5,417.8%
-4,560.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.1% |
| 7D | +5.0% | -2.5% | +7.5% | +5.7% |
| 30D | +7.7% | -7.0% | +14.6% | +9.8% |
| 3M | +1.7% | +11.6% | -9.9% | -3.1% |
| 6M | +113.9% | -15.2% | +129.1% | +120.2% |
| YTD | +168.9% | -17.2% | +186.1% | +178.0% |
| 1Y | +207.2% | -24.8% | +232.0% | +226.1% |
| 3Y | +227.7% | -8.7% | +236.4% | +220.6% |
| 5Y | +118.0% | -28.9% | +147.0% | +126.4% |
| 10Y | +1,682.1% | +153.6% | +1,528.5% | +1,006.2% |
| All | +857.1% | +5,417.8% | -4,560.6% | +53.6% |
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