+91.7%
USB vs DPZ
+123.5%
-31.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.2% |
| 7D | 0.0% | +6.6% | -6.6% | -1.0% |
| 30D | +5.8% | +10.3% | -4.4% | +4.3% |
| 3M | -6.0% | -6.2% | +0.2% | -5.2% |
| 6M | +7.8% | +4.2% | +3.5% | +6.7% |
| YTD | +14.6% | -18.4% | +33.0% | +17.4% |
| 1Y | +31.8% | -14.9% | +46.7% | +34.1% |
| 3Y | +91.5% | -4.6% | +96.2% | +91.0% |
| 5Y | +22.0% | -27.4% | +49.4% | +23.1% |
| All | +91.7% | +123.5% | -31.7% | +65.8% |
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