-4.3%
DPZ vs ROIV
+264.1%
-268.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.1% | -0.6% | +5.1% |
| 7D | +10.1% | +3.0% | +7.1% | +9.9% |
| 30D | +14.6% | +6.8% | +7.8% | +14.1% |
| 3M | -6.8% | +10.5% | -17.3% | -7.6% |
| 6M | +4.4% | +34.8% | -30.4% | +1.7% |
| YTD | -16.8% | +76.2% | -93.0% | -20.8% |
| 1Y | -14.5% | +92.4% | -106.9% | -19.1% |
| 3Y | -1.1% | +312.0% | -313.1% | -12.0% |
| 5Y | -28.0% | +388.3% | -416.2% | -40.2% |
| All | -4.3% | +264.1% | -268.4% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling