-6.5%
DPZ vs VIG
+67.2%
-73.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.5% | +3.1% | -5.5% | -4.9% |
| 30D | +12.5% | +5.0% | +7.5% | +7.9% |
| 3M | -5.2% | +2.7% | -7.9% | -7.3% |
| 6M | +8.8% | +11.0% | -2.2% | -0.4% |
| YTD | -18.7% | +16.0% | -34.6% | -28.2% |
| 1Y | -15.7% | +16.3% | -31.9% | -25.8% |
| All | -6.5% | +67.2% | -73.7% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling