-26.7%
DPZ vs RVMD
+414.4%
-441.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -1.5% | -1.2% | -0.2% | -1.5% |
| 30D | -4.4% | +1.1% | -5.5% | -4.5% |
| 3M | +7.6% | +39.6% | -32.0% | +7.0% |
| 6M | -16.9% | +110.7% | -127.6% | -18.3% |
| YTD | -18.6% | +160.3% | -178.9% | -20.3% |
| 1Y | -26.7% | +404.9% | -431.6% | -31.3% |
| All | -26.7% | +414.4% | -441.1% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling