-4.6%
DPZ vs USHY
+23.7%
-28.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.6% | -0.3% | +6.8% | +6.9% |
| 30D | +10.3% | 0.0% | +10.3% | +10.2% |
| 3M | -6.2% | -2.4% | -3.8% | -2.7% |
| 6M | +4.2% | -1.6% | +5.9% | +6.8% |
| YTD | -18.4% | -0.2% | -18.2% | -18.4% |
| 1Y | -14.9% | +1.2% | -16.2% | -16.9% |
| 3Y | -4.6% | +24.1% | -28.7% | -29.8% |
| All | -4.6% | +23.7% | -28.3% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling