-25.8%
DPZ vs RVTY
-10.3%
-15.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.4% | +5.7% | +1.6% |
| 7D | +9.5% | -9.0% | +18.5% | +11.7% |
| 30D | +12.8% | -1.6% | +14.4% | +12.9% |
| 3M | -6.2% | +31.2% | -37.4% | -13.3% |
| 6M | +4.3% | +63.6% | -59.3% | -9.8% |
| YTD | -16.6% | +56.3% | -72.9% | -27.6% |
| 1Y | -12.8% | +63.3% | -76.2% | -25.5% |
| 3Y | -0.8% | +72.4% | -73.3% | -19.8% |
| 5Y | -25.8% | -9.6% | -16.2% | -22.5% |
| All | -25.8% | -10.3% | -15.6% | -22.5% |
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