+45.9%
UPS vs DPZ
+140.2%
-94.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.3% |
| 7D | +3.8% | +2.2% | +1.6% | +3.3% |
| 30D | +17.4% | +15.5% | +1.9% | +14.1% |
| 3M | +8.2% | -2.0% | +10.2% | +8.4% |
| 6M | +17.9% | +12.1% | +5.8% | +14.8% |
| YTD | +18.7% | -16.6% | +35.3% | +22.1% |
| 1Y | +24.8% | -14.6% | +39.4% | +27.7% |
| 3Y | -4.5% | -4.1% | -0.4% | -6.2% |
| 5Y | -33.2% | -28.3% | -4.9% | -31.5% |
| All | +45.9% | +140.2% | -94.3% | +15.5% |
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 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