+101.0%
DPZ vs USHY
+47.8%
+53.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.6% | -0.3% | +6.8% | +6.8% |
| 30D | +10.3% | 0.0% | +10.3% | +10.3% |
| 3M | -6.2% | -1.8% | -4.4% | -4.5% |
| 6M | +4.2% | -1.0% | +5.3% | +5.3% |
| YTD | -18.4% | +0.5% | -18.9% | -18.8% |
| 1Y | -14.9% | +1.9% | -16.8% | -16.5% |
| 3Y | -4.6% | +24.9% | -29.5% | -22.2% |
| 5Y | -27.4% | +18.8% | -46.2% | -38.6% |
| All | +101.0% | +47.8% | +53.2% | +42.3% |
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 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