-30.1%
DPZ vs RVMD
+443.1%
-473.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.6% |
| 7D | -2.5% | -0.7% | -1.7% | -2.5% |
| 30D | +12.5% | -6.4% | +19.0% | +12.9% |
| 3M | -5.2% | -14.1% | +8.9% | -4.4% |
| 6M | +8.8% | +21.0% | -12.2% | +6.4% |
| YTD | -18.7% | +121.4% | -140.1% | -25.6% |
| 1Y | -15.7% | +167.9% | -183.6% | -24.4% |
| 3Y | -7.5% | +794.7% | -802.2% | -27.4% |
| 5Y | -30.1% | +437.2% | -467.2% | -44.5% |
| All | -30.1% | +443.1% | -473.2% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling