-14.5%
DPZ vs USHY
+1.9%
-16.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +4.8% |
| 7D | +10.1% | -0.2% | +10.3% | +10.2% |
| 30D | +14.6% | +0.7% | +13.9% | +13.7% |
| 3M | -6.8% | -2.2% | -4.5% | -4.9% |
| 6M | +4.4% | -0.9% | +5.2% | +4.8% |
| YTD | -16.8% | +0.2% | -17.0% | -17.7% |
| 1Y | -14.5% | +1.7% | -16.2% | -17.3% |
| All | -14.5% | +1.9% | -16.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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