+145.0%
DPZ vs RVTY
+211.6%
-66.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +15.5% | +1.5% | +14.0% | +14.6% |
| 3M | -2.0% | +31.5% | -33.5% | -9.6% |
| 6M | +12.1% | +62.7% | -50.5% | -2.9% |
| YTD | -16.6% | +60.0% | -76.6% | -28.2% |
| 1Y | -14.6% | +65.7% | -80.3% | -27.3% |
| 3Y | -4.1% | +85.2% | -89.3% | -23.4% |
| 5Y | -28.3% | -14.9% | -13.4% | -29.1% |
| All | +145.0% | +211.6% | -66.6% | +60.0% |
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