-4.6%
DPZ vs VCLT
+16.2%
-20.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +6.6% | +0.3% | +6.3% | +6.4% |
| 30D | +10.3% | +3.7% | +6.6% | +8.5% |
| 3M | -6.2% | -1.5% | -4.7% | -5.6% |
| 6M | +4.2% | -3.8% | +8.1% | +6.0% |
| YTD | -18.4% | -3.1% | -15.3% | -17.3% |
| 1Y | -14.9% | -3.8% | -11.2% | -13.5% |
| 3Y | -4.6% | +16.7% | -21.4% | -11.0% |
| All | -4.6% | +16.2% | -20.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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