-25.8%
DPZ vs VIG
+60.3%
-86.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +3.2% |
| 7D | +9.5% | -2.0% | +11.5% | +11.4% |
| 30D | +12.8% | +2.7% | +10.1% | +10.1% |
| 3M | -6.2% | +0.3% | -6.6% | -6.5% |
| 6M | +4.3% | +7.6% | -3.3% | -2.3% |
| YTD | -16.6% | +12.5% | -29.1% | -24.9% |
| 1Y | -12.8% | +14.8% | -27.6% | -23.0% |
| 3Y | -0.8% | +63.2% | -64.0% | -36.5% |
| 5Y | -25.8% | +60.2% | -86.0% | -51.4% |
| All | -25.8% | +60.3% | -86.1% | -51.4% |
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 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