-27.5%
DPZ vs RVTY
-7.4%
-20.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.8% |
| 7D | +6.6% | -1.2% | +7.8% | +6.6% |
| 30D | +10.3% | +1.0% | +9.3% | +9.6% |
| 3M | -6.2% | +35.8% | -42.0% | -14.0% |
| 6M | +4.2% | +56.7% | -52.5% | -8.6% |
| YTD | -18.4% | +60.7% | -79.1% | -29.7% |
| 1Y | -14.9% | +73.7% | -88.6% | -28.5% |
| 3Y | -4.6% | +82.8% | -87.4% | -24.3% |
| All | -27.5% | -7.4% | -20.1% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling