+154.5%
DPZ vs VICR
+1,556.9%
-1,402.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.1% |
| 7D | -2.5% | +0.4% | -3.0% | -2.6% |
| 30D | -7.0% | -13.9% | +7.0% | -6.2% |
| 3M | +11.6% | -38.4% | +50.0% | +14.3% |
| 6M | -15.2% | -7.2% | -8.0% | -17.9% |
| YTD | -17.2% | +72.0% | -89.3% | -25.3% |
| 1Y | -24.8% | +263.3% | -288.1% | -38.2% |
| 3Y | -8.7% | +173.3% | -181.9% | -25.7% |
| 5Y | -28.9% | +47.3% | -76.2% | -41.2% |
| All | +154.5% | +1,556.9% | -1,402.3% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling