+29.6%
DPZ vs RVMD
+644.5%
-614.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.5% | +1.0% | -3.6% | -2.6% |
| 30D | -7.0% | +6.4% | -13.4% | -7.5% |
| 3M | +11.6% | +34.9% | -23.3% | +8.7% |
| 6M | -15.2% | +107.6% | -122.7% | -20.8% |
| YTD | -17.2% | +163.7% | -180.9% | -24.7% |
| 1Y | -24.8% | +439.2% | -464.1% | -36.1% |
| 3Y | -8.7% | +499.2% | -507.9% | -24.8% |
| 5Y | -28.9% | +621.7% | -650.6% | -44.8% |
| All | +29.6% | +644.5% | -614.9% | -6.2% |
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