+100.3%
DPZ vs USHY
+48.2%
+52.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.2% |
| 30D | +12.5% | +0.3% | +12.3% | +12.2% |
| 3M | -5.2% | -1.7% | -3.5% | -3.6% |
| 6M | +8.8% | -0.4% | +9.2% | +9.2% |
| YTD | -18.7% | +0.7% | -19.4% | -19.2% |
| 1Y | -15.7% | +1.8% | -17.5% | -17.1% |
| 3Y | -7.5% | +25.3% | -32.8% | -24.8% |
| 5Y | -30.1% | +19.9% | -50.0% | -41.2% |
| All | +100.3% | +48.2% | +52.2% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling