+344.1%
USB vs DPZ
+5,445.5%
-5,101.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.3% |
| 7D | +2.4% | +10.1% | -7.7% | -0.5% |
| 30D | +6.6% | +14.6% | -8.0% | +2.2% |
| 3M | -4.1% | -6.8% | +2.7% | -2.4% |
| 6M | +12.5% | +4.4% | +8.1% | +10.1% |
| YTD | +17.6% | -16.8% | +34.5% | +22.5% |
| 1Y | +36.5% | -14.5% | +51.0% | +40.8% |
| 3Y | +95.4% | -1.1% | +96.5% | +89.2% |
| 5Y | +26.1% | -28.0% | +54.1% | +31.3% |
| 10Y | +101.3% | +130.2% | -29.0% | +27.1% |
| All | +344.1% | +5,445.5% | -5,101.5% | -24.0% |
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