+121.1%
DPZ vs VIG
+267.0%
-145.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -1.6% |
| 7D | +3.7% | +0.4% | +3.3% | +3.3% |
| 30D | +8.0% | +4.3% | +3.8% | +5.1% |
| 3M | -4.2% | +2.0% | -6.2% | -5.4% |
| 6M | +4.6% | +10.2% | -5.6% | -1.8% |
| YTD | -18.4% | +14.8% | -33.2% | -25.4% |
| 1Y | -16.8% | +17.5% | -34.2% | -25.0% |
| 3Y | -5.0% | +67.4% | -72.4% | -31.4% |
| 5Y | -27.8% | +63.4% | -91.2% | -47.3% |
| 10Y | +121.1% | +259.9% | -138.8% | -6.9% |
| All | +121.1% | +267.0% | -145.9% | -6.9% |
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