+77.0%
USO vs DPZ
+143.2%
-66.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +3.0% |
| 7D | +6.2% | -7.3% | +13.5% | +6.8% |
| 30D | +19.1% | -7.6% | +26.7% | +19.6% |
| 3M | +14.2% | +1.8% | +12.4% | +13.7% |
| 6M | +43.7% | -21.8% | +65.6% | +46.2% |
| YTD | +116.8% | -22.0% | +138.9% | +120.5% |
| 1Y | +104.3% | -28.6% | +133.0% | +109.3% |
| 3Y | +91.5% | -13.1% | +104.6% | +91.4% |
| 5Y | +214.1% | -33.2% | +247.3% | +219.5% |
| 10Y | +77.0% | +147.0% | -70.0% | +58.2% |
| All | +77.0% | +143.2% | -66.2% | +58.2% |
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