-27.5%
DPZ vs RVMD
+469.5%
-497.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.4% | -2.7% |
| 7D | +6.6% | +0.5% | +6.0% | +6.4% |
| 30D | +10.3% | -4.3% | +14.6% | +10.5% |
| 3M | -6.2% | -2.8% | -3.4% | -6.2% |
| 6M | +4.2% | +27.3% | -23.0% | +1.6% |
| YTD | -18.4% | +141.4% | -159.8% | -25.9% |
| 1Y | -14.9% | +213.3% | -228.2% | -24.7% |
| 3Y | -4.6% | +792.7% | -797.3% | -25.1% |
| All | -27.5% | +469.5% | -497.1% | -42.3% |
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 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