-28.8%
DPZ vs VIG
+63.1%
-92.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | -7.0% | -1.0% | -6.0% | -6.2% |
| 3M | +11.6% | +2.8% | +8.8% | +9.0% |
| 6M | -15.2% | +8.2% | -23.4% | -20.8% |
| YTD | -17.2% | +11.0% | -28.3% | -24.5% |
| 1Y | -24.8% | +16.1% | -41.0% | -34.2% |
| 3Y | -8.7% | +56.2% | -64.8% | -38.4% |
| All | -28.8% | +63.1% | -92.0% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling