-4.6%
DPZ vs RVMD
+793.5%
-798.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -2.5% |
| 7D | +6.6% | +0.5% | +6.0% | +6.5% |
| 30D | +10.3% | -4.3% | +14.6% | +10.4% |
| 3M | -6.2% | -2.8% | -3.4% | -6.3% |
| 6M | +4.2% | +27.3% | -23.0% | +2.1% |
| YTD | -18.4% | +141.4% | -159.8% | -25.0% |
| 1Y | -14.9% | +213.3% | -228.2% | -24.3% |
| 3Y | -4.6% | +792.7% | -797.3% | -27.5% |
| All | -4.6% | +793.5% | -798.1% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling