+2,892.4%
DPZ vs VIG
+633.1%
+2,259.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +3.5% |
| 7D | +9.5% | -2.0% | +11.5% | +11.5% |
| 30D | +12.8% | +2.7% | +10.1% | +9.9% |
| 3M | -6.2% | +0.3% | -6.6% | -6.5% |
| 6M | +4.3% | +7.6% | -3.3% | -2.9% |
| YTD | -16.6% | +12.5% | -29.1% | -25.6% |
| 1Y | -12.8% | +14.8% | -27.6% | -23.8% |
| 3Y | -0.8% | +63.2% | -64.0% | -38.5% |
| 5Y | -25.8% | +60.2% | -86.0% | -53.3% |
| 10Y | +130.9% | +262.8% | -132.0% | -45.0% |
| All | +2,892.4% | +633.1% | +2,259.3% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling