+138.9%
DPZ vs RVTY
+216.9%
-78.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -2.5% | +4.1% | -6.6% | -3.5% |
| 30D | +12.5% | +1.3% | +11.2% | +11.8% |
| 3M | -5.2% | +33.3% | -38.5% | -12.8% |
| 6M | +8.8% | +58.3% | -49.5% | -5.0% |
| YTD | -18.7% | +62.7% | -81.3% | -30.2% |
| 1Y | -15.7% | +67.2% | -82.9% | -28.4% |
| 3Y | -7.5% | +87.3% | -94.8% | -26.2% |
| 5Y | -30.1% | -13.4% | -16.6% | -31.1% |
| All | +138.9% | +216.9% | -78.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling