+210.1%
UPS vs DPZ
+5,272.5%
-5,062.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +1.7% | +2.2% | -0.4% | +1.2% |
| 30D | +17.4% | +6.7% | +10.7% | +15.7% |
| 3M | +7.7% | -4.5% | +12.3% | +8.7% |
| 6M | +13.8% | +3.3% | +10.5% | +12.4% |
| YTD | +17.3% | -19.4% | +36.7% | +22.0% |
| 1Y | +27.2% | -17.3% | +44.4% | +31.4% |
| 3Y | -5.6% | -8.4% | +2.7% | -6.4% |
| 5Y | -33.5% | -28.2% | -5.3% | -31.4% |
| 10Y | +43.7% | +130.9% | -87.2% | +7.3% |
| All | +210.1% | +5,272.5% | -5,062.4% | -7.3% |
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