+334.7%
USB vs DPZ
+5,460.8%
-5,126.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -1.5% | +9.5% | -11.0% | -4.1% |
| 30D | +4.3% | +12.8% | -8.5% | +0.5% |
| 3M | -6.1% | -6.2% | +0.2% | -4.5% |
| 6M | +9.4% | +4.3% | +5.1% | +7.1% |
| YTD | +15.2% | -16.6% | +31.8% | +19.8% |
| 1Y | +32.8% | -12.8% | +45.6% | +36.2% |
| 3Y | +91.3% | -0.8% | +92.1% | +85.1% |
| 5Y | +22.7% | -25.8% | +48.5% | +26.6% |
| 10Y | +97.0% | +130.9% | -33.8% | +24.4% |
| All | +334.7% | +5,460.8% | -5,126.1% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling