+282.5%
UNP vs DPZ
+143.2%
+139.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.5% |
| 7D | -1.7% | -7.3% | +5.6% | -0.3% |
| 30D | -2.1% | -7.6% | +5.5% | -0.8% |
| 3M | +5.4% | +1.8% | +3.6% | +4.7% |
| 6M | +13.4% | -21.8% | +35.2% | +18.1% |
| YTD | +25.0% | -22.0% | +47.0% | +30.1% |
| 1Y | +34.6% | -28.6% | +63.2% | +42.4% |
| 3Y | +43.6% | -13.1% | +56.7% | +44.7% |
| 5Y | +51.7% | -33.2% | +84.9% | +57.6% |
| 10Y | +282.5% | +147.0% | +135.5% | +217.9% |
| All | +282.5% | +143.2% | +139.3% | +217.9% |
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