+27.8%
DPZ vs RVMD
+581.6%
-553.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.7% |
| YTD | -18.4% | +141.4% | -159.8% | -25.4% |
| 1Y | -14.9% | +213.3% | -228.2% | -24.1% |
| 3Y | -4.6% | +792.7% | -797.3% | -23.4% |
| 5Y | -27.4% | +470.6% | -498.0% | -42.7% |
| All | +27.8% | +581.6% | -553.8% | -7.0% |
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