+52.2%
UNP vs DPZ
-28.9%
+81.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -5.3% | -2.5% | -2.8% | -4.9% |
| 30D | -1.5% | -7.0% | +5.4% | -0.2% |
| 3M | +10.3% | +11.6% | -1.3% | +7.5% |
| 6M | +9.7% | -15.2% | +24.8% | +12.8% |
| YTD | +27.1% | -17.2% | +44.3% | +31.2% |
| 1Y | +32.6% | -24.8% | +57.4% | +39.4% |
| 3Y | +40.0% | -8.7% | +48.7% | +39.6% |
| All | +52.2% | -28.9% | +81.1% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling