-28.8%
DPZ vs USHY
+21.7%
-50.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| 6M | -15.2% | +1.7% | -16.9% | -17.0% |
| YTD | -17.2% | +2.5% | -19.7% | -19.8% |
| 1Y | -24.8% | +4.4% | -29.2% | -28.9% |
| 3Y | -8.7% | +27.4% | -36.0% | -32.0% |
| All | -28.8% | +21.7% | -50.6% | -39.2% |
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