+124.0%
DPZ vs VIG
+257.3%
-133.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +6.6% | -1.8% | +8.3% | +7.8% |
| 30D | +10.3% | +2.7% | +7.6% | +8.4% |
| 3M | -6.2% | 0.0% | -6.1% | -6.1% |
| 6M | +4.2% | +6.8% | -2.5% | -0.1% |
| YTD | -18.4% | +12.1% | -30.5% | -24.2% |
| 1Y | -14.9% | +14.8% | -29.8% | -22.2% |
| 3Y | -4.6% | +62.4% | -67.0% | -29.7% |
| 5Y | -27.4% | +59.6% | -87.0% | -46.1% |
| All | +124.0% | +257.3% | -133.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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