-16.2%
DPZ vs RVMD
+224.2%
-240.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | +3.7% | +6.4% | -2.7% | +3.8% |
| 30D | +8.0% | +5.5% | +2.5% | +8.1% |
| 3M | -4.2% | -2.4% | -1.8% | -4.3% |
| 6M | +4.6% | +41.1% | -36.6% | +3.9% |
| YTD | -18.4% | +151.3% | -169.7% | -19.6% |
| All | -16.2% | +224.2% | -240.4% | -17.8% |
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