+228.4%
UNH vs DPZ
+141.0%
+87.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.1% |
| 7D | -4.5% | -8.6% | +4.1% | -3.2% |
| 30D | -6.5% | -11.9% | +5.4% | -4.7% |
| 3M | -6.0% | +0.4% | -6.4% | -6.3% |
| 6M | +33.7% | -19.9% | +53.5% | +37.9% |
| YTD | +16.4% | -24.4% | +40.8% | +21.0% |
| 1Y | +10.1% | -30.4% | +40.5% | +16.0% |
| 3Y | -16.3% | -17.4% | +1.0% | -15.7% |
| 5Y | +2.1% | -34.6% | +36.7% | +6.3% |
| All | +228.4% | +141.0% | +87.4% | +138.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling