+98.4%
DPZ vs USHY
+47.7%
+50.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | +2.2% | +0.3% | +1.8% | +1.9% |
| 30D | +6.7% | -0.1% | +6.8% | +6.8% |
| 3M | -4.5% | -1.9% | -2.7% | -2.8% |
| 6M | +3.3% | -1.0% | +4.3% | +4.3% |
| YTD | -19.4% | +0.4% | -19.8% | -19.7% |
| 1Y | -17.3% | +1.4% | -18.7% | -18.4% |
| 3Y | -8.4% | +24.9% | -33.3% | -25.3% |
| 5Y | -28.2% | +19.3% | -47.5% | -39.4% |
| All | +98.4% | +47.7% | +50.7% | +40.6% |
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