+185.7%
UPS vs DPZ
+5,417.8%
-5,232.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -2.9% | -2.5% | -0.3% | -2.3% |
| 30D | -3.5% | -7.0% | +3.5% | -2.0% |
| 3M | -5.7% | +11.6% | -17.3% | -8.4% |
| 6M | -4.4% | -15.2% | +10.8% | -1.4% |
| YTD | +8.0% | -17.2% | +25.3% | +11.8% |
| 1Y | +29.0% | -24.8% | +53.9% | +36.4% |
| 3Y | -27.7% | -8.7% | -19.0% | -28.3% |
| 5Y | -34.3% | -28.9% | -5.4% | -32.1% |
| 10Y | +37.8% | +153.6% | -115.9% | +0.6% |
| All | +185.7% | +5,417.8% | -5,232.1% | -15.0% |
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