+69.4%
USAR vs DPZ
-12.7%
+82.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -4.4% |
| 7D | -4.4% | -7.3% | +2.8% | -6.1% |
| 30D | -10.4% | -7.6% | -2.8% | -12.0% |
| 3M | -18.4% | +1.8% | -20.2% | -17.3% |
| 6M | -8.8% | -21.8% | +13.0% | -10.8% |
| YTD | +43.4% | -22.0% | +65.4% | +39.9% |
| 1Y | +21.0% | -28.6% | +49.6% | +16.3% |
| 3Y | +67.7% | -13.1% | +80.8% | +65.1% |
| All | +69.4% | -12.7% | +82.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling