-4.0%
DPZ vs ROIV
+248.8%
-252.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.5% |
| 7D | +9.5% | -2.4% | +11.9% | +9.6% |
| 30D | +12.8% | +3.1% | +9.7% | +12.5% |
| 3M | -6.2% | +5.8% | -12.1% | -6.8% |
| 6M | +4.3% | +29.3% | -25.0% | +1.8% |
| YTD | -16.6% | +68.8% | -85.4% | -20.4% |
| 1Y | -12.8% | +81.0% | -93.9% | -17.2% |
| 3Y | -0.8% | +294.6% | -295.4% | -11.5% |
| 5Y | -25.8% | +373.1% | -398.9% | -38.2% |
| All | -4.0% | +248.8% | -252.8% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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