-25.1%
UPS vs DPZ
-7.0%
-18.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -2.9% | -2.5% | -0.3% | -2.6% |
| 30D | -3.5% | -7.0% | +3.5% | -2.6% |
| 3M | -5.7% | +11.6% | -17.3% | -7.3% |
| 6M | -4.4% | -15.2% | +10.8% | -2.5% |
| YTD | +8.0% | -17.2% | +25.3% | +10.4% |
| 1Y | +29.0% | -24.8% | +53.9% | +33.6% |
| All | -25.1% | -7.0% | -18.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling