-3.5%
DPZ vs VLTO
+54.7%
-58.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | +10.1% | +13.8% | -3.7% | +5.1% |
| 30D | +14.6% | +21.2% | -6.6% | +7.0% |
| 3M | -6.8% | +21.5% | -28.2% | -13.1% |
| 6M | +4.4% | +33.0% | -28.6% | -5.6% |
| YTD | -16.8% | +17.8% | -34.6% | -22.1% |
| 1Y | -14.5% | +18.1% | -32.6% | -20.0% |
| 3Y | -1.1% | +67.6% | -68.7% | -9.4% |
| All | -3.5% | +54.7% | -58.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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