+41.2%
USB vs DPZ
-28.9%
+70.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.1% |
| 7D | +1.4% | -2.5% | +4.0% | +2.0% |
| 30D | -1.3% | -7.0% | +5.7% | +0.1% |
| 3M | +15.2% | +11.6% | +3.6% | +12.2% |
| 6M | +18.8% | -15.2% | +34.0% | +22.5% |
| YTD | +21.0% | -17.2% | +38.3% | +25.2% |
| 1Y | +34.0% | -24.8% | +58.9% | +41.7% |
| 3Y | +95.3% | -8.7% | +104.0% | +94.7% |
| All | +41.2% | -28.9% | +70.1% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling