+25.3%
UPS vs DPZ
-29.3%
+54.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.8% |
| 7D | -3.7% | -7.3% | +3.6% | -2.9% |
| 30D | -3.7% | -7.6% | +3.8% | -2.9% |
| 3M | -6.6% | +1.8% | -8.4% | -6.8% |
| 6M | +2.6% | -21.8% | +24.4% | +5.4% |
| YTD | +4.8% | -22.0% | +26.8% | +8.2% |
| 1Y | +25.3% | -28.6% | +53.9% | +31.6% |
| All | +25.3% | -29.3% | +54.5% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling