+105.4%
DPZ vs USHY
+46.9%
+58.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +9.5% | -0.5% | +10.0% | +10.1% |
| 30D | +12.8% | -0.1% | +12.9% | +12.9% |
| 3M | -6.2% | -2.5% | -3.8% | -3.9% |
| 6M | +4.3% | -1.3% | +5.6% | +5.6% |
| YTD | -16.6% | -0.2% | -16.4% | -16.5% |
| 1Y | -12.8% | +1.3% | -14.2% | -13.9% |
| 3Y | -0.8% | +23.4% | -24.2% | -18.2% |
| 5Y | -25.8% | +18.1% | -43.9% | -36.8% |
| All | +105.4% | +46.9% | +58.5% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling