-28.9%
DPZ vs VEU
+47.6%
-76.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +2.2% | +2.1% | +0.1% | +1.1% |
| 30D | +15.5% | -0.9% | +16.4% | +15.9% |
| 3M | -2.0% | -5.4% | +3.4% | +0.7% |
| 6M | +12.1% | -1.8% | +13.9% | +12.2% |
| YTD | -16.6% | +10.9% | -27.5% | -23.5% |
| 1Y | -14.6% | +13.6% | -28.1% | -23.0% |
| 3Y | -4.1% | +69.3% | -73.4% | -35.7% |
| All | -28.9% | +47.6% | -76.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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