+145.0%
DPZ vs VIG
+262.6%
-117.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.2% | +3.5% | -1.3% | -0.1% |
| 30D | +15.5% | +4.9% | +10.6% | +11.9% |
| 3M | -2.0% | +2.5% | -4.5% | -3.6% |
| 6M | +12.1% | +11.0% | +1.1% | +4.8% |
| YTD | -16.6% | +16.0% | -32.6% | -24.2% |
| 1Y | -14.6% | +17.5% | -32.1% | -23.1% |
| 3Y | -4.1% | +67.0% | -71.1% | -30.7% |
| 5Y | -28.3% | +64.8% | -93.1% | -47.9% |
| All | +145.0% | +262.6% | -117.6% | +4.7% |
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