+3,054.7%
UNP vs DPZ
+5,341.2%
-2,286.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.5% | -2.1% |
| 7D | -4.6% | +6.6% | -11.1% | -6.1% |
| 30D | +5.6% | +10.3% | -4.7% | +2.9% |
| 3M | -1.3% | -6.2% | +4.8% | 0.0% |
| 6M | +9.2% | +4.2% | +5.0% | +7.3% |
| YTD | +27.3% | -18.4% | +45.7% | +32.8% |
| 1Y | +35.9% | -14.9% | +50.8% | +40.2% |
| 3Y | +45.5% | -4.6% | +50.1% | +42.9% |
| 5Y | +36.0% | -27.4% | +63.4% | +40.6% |
| 10Y | +307.2% | +125.9% | +181.3% | +185.9% |
| All | +3,054.7% | +5,341.2% | -2,286.5% | +652.5% |
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