-8.4%
DPZ vs RVTY
+91.6%
-100.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +2.2% | -2.7% | +4.8% | +2.5% |
| 30D | +6.7% | +3.2% | +3.5% | +5.9% |
| 3M | -4.5% | +37.2% | -41.7% | -10.3% |
| 6M | +3.3% | +57.7% | -54.4% | -6.0% |
| YTD | -19.4% | +64.8% | -84.3% | -28.0% |
| 1Y | -17.3% | +72.8% | -90.1% | -26.9% |
| 3Y | -8.4% | +89.8% | -98.2% | -21.4% |
| All | -8.4% | +91.6% | -100.0% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling