+202.5%
UPS vs DPZ
+5,341.2%
-5,138.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.0% |
| 7D | 0.0% | +6.6% | -6.5% | -1.4% |
| 30D | +17.3% | +10.3% | +7.1% | +14.7% |
| 3M | +6.6% | -6.2% | +12.8% | +7.9% |
| 6M | +12.0% | +4.2% | +7.8% | +10.3% |
| YTD | +14.4% | -18.4% | +32.8% | +18.6% |
| 1Y | +23.3% | -14.9% | +38.2% | +26.7% |
| 3Y | -9.6% | -4.6% | -5.0% | -11.2% |
| 5Y | -34.1% | -27.4% | -6.7% | -32.2% |
| 10Y | +49.5% | +125.9% | -76.4% | +12.2% |
| All | +202.5% | +5,341.2% | -5,138.7% | -9.8% |
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