+30.6%
DPZ vs RVMD
+510.7%
-480.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.9% | +2.7% |
| 7D | +2.2% | -10.4% | +12.6% | +3.0% |
| 30D | +15.5% | -11.0% | +26.5% | +16.3% |
| 3M | -2.0% | -14.7% | +12.7% | -1.2% |
| 6M | +12.1% | +14.9% | -2.8% | +10.2% |
| YTD | -16.6% | +116.3% | -132.9% | -23.2% |
| 1Y | -14.6% | +167.6% | -182.2% | -22.9% |
| 3Y | -4.1% | +776.8% | -780.9% | -23.0% |
| 5Y | -28.3% | +424.8% | -453.1% | -43.1% |
| All | +30.6% | +510.7% | -480.1% | -4.3% |
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