+30.6%
DPZ vs RVMD
+529.7%
-499.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.0% | +11.3% | +1.1% |
| 7D | +9.5% | -6.6% | +16.1% | +10.0% |
| 30D | +12.8% | -11.1% | +23.9% | +13.6% |
| 3M | -6.2% | -10.0% | +3.7% | -5.8% |
| 6M | +4.3% | +20.7% | -16.4% | +2.1% |
| YTD | -16.6% | +123.0% | -139.6% | -23.3% |
| 1Y | -12.8% | +199.4% | -212.2% | -22.0% |
| 3Y | -0.8% | +701.7% | -702.5% | -19.7% |
| 5Y | -25.8% | +427.2% | -453.0% | -41.1% |
| All | +30.6% | +529.7% | -499.2% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling