+100.9%
DPZ vs USHY
+48.2%
+52.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | +3.7% | +0.8% | +2.9% | +2.9% |
| 30D | +8.0% | +0.2% | +7.8% | +7.8% |
| 3M | -4.2% | -1.7% | -2.5% | -2.6% |
| 6M | +4.6% | -0.6% | +5.2% | +5.2% |
| YTD | -18.4% | +0.8% | -19.2% | -19.0% |
| 1Y | -16.8% | +2.1% | -18.9% | -18.4% |
| 3Y | -5.0% | +26.0% | -31.0% | -23.2% |
| 5Y | -27.8% | +19.2% | -47.0% | -39.1% |
| All | +100.9% | +48.2% | +52.7% | +41.8% |
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