-4.0%
DPZ vs VLTO
+27.2%
-31.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -2.5% | -2.3% | -0.3% | -1.8% |
| 30D | -7.0% | -0.9% | -6.1% | -6.7% |
| 3M | +11.6% | +13.8% | -2.2% | +7.0% |
| 6M | -15.2% | +2.0% | -17.2% | -16.0% |
| YTD | -17.2% | -3.2% | -14.1% | -16.9% |
| 1Y | -24.8% | -9.2% | -15.7% | -23.1% |
| All | -4.0% | +27.2% | -31.2% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling