+81.0%
USO vs DPZ
+129.5%
-48.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -2.7% | -3.5% | +0.8% | -2.5% |
| 30D | -6.3% | +5.7% | -12.0% | -6.7% |
| 3M | +10.9% | -7.5% | +18.3% | +11.3% |
| 6M | +2.0% | +6.2% | -4.2% | +1.2% |
| YTD | +104.6% | -19.8% | +124.3% | +107.4% |
| 1Y | +94.5% | -18.0% | +112.5% | +96.8% |
| 3Y | +97.1% | -8.8% | +105.9% | +96.2% |
| 5Y | +151.6% | -30.2% | +181.8% | +154.8% |
| 10Y | +81.0% | +132.0% | -51.0% | +75.2% |
| All | +81.0% | +129.5% | -48.5% | +75.2% |
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