+155.0%
DPZ vs VMC
+149.2%
+5.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -2.5% | -4.3% | +1.8% | -1.6% |
| 30D | -7.0% | -8.2% | +1.3% | -5.3% |
| 3M | +11.6% | -7.0% | +18.6% | +13.2% |
| 6M | -15.2% | -10.8% | -4.4% | -13.3% |
| YTD | -17.2% | -7.4% | -9.9% | -16.3% |
| 1Y | -24.8% | -9.5% | -15.4% | -23.7% |
| 3Y | -8.7% | +20.5% | -29.1% | -12.9% |
| 5Y | -28.9% | +51.6% | -80.5% | -35.5% |
| All | +155.0% | +149.2% | +5.9% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling