-8.4%
DPZ vs USHY
+27.4%
-35.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +11.6% | +0.8% | +10.8% | +10.1% |
| 6M | -15.2% | +1.7% | -16.9% | -17.6% |
| YTD | -17.2% | +2.5% | -19.7% | -20.6% |
| 1Y | -24.8% | +4.4% | -29.2% | -30.2% |
| All | -8.4% | +27.4% | -35.8% | -39.3% |
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 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