+26.1%
DPZ vs RVMD
+584.4%
-558.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | +2.2% | -0.6% | +2.8% | +2.1% |
| 30D | +6.7% | +1.7% | +5.0% | +6.4% |
| 3M | -4.5% | -6.7% | +2.2% | -4.3% |
| 6M | +3.3% | +36.1% | -32.8% | +0.3% |
| YTD | -19.4% | +142.4% | -161.8% | -26.4% |
| 1Y | -17.3% | +207.8% | -225.0% | -26.1% |
| 3Y | -8.4% | +879.5% | -887.9% | -27.0% |
| 5Y | -28.2% | +509.0% | -537.2% | -43.6% |
| All | +26.1% | +584.4% | -558.2% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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