-30.2%
DPZ vs USHY
+20.1%
-50.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.3% |
| 30D | +5.7% | +0.5% | +5.2% | +5.1% |
| 3M | -7.5% | -1.2% | -6.3% | -6.1% |
| 6M | +6.2% | -0.1% | +6.3% | +6.3% |
| YTD | -19.8% | +1.1% | -20.9% | -20.9% |
| 1Y | -18.0% | +2.0% | -20.0% | -20.0% |
| 3Y | -8.8% | +25.8% | -34.6% | -31.0% |
| 5Y | -30.2% | +20.4% | -50.6% | -37.8% |
| All | -30.2% | +20.1% | -50.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling