-8.4%
DPZ vs VMC
+21.0%
-29.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.5% | -4.3% | +1.8% | -1.2% |
| 30D | -7.0% | -8.2% | +1.3% | -4.4% |
| 3M | +11.6% | -7.0% | +18.6% | +14.0% |
| 6M | -15.2% | -10.8% | -4.4% | -12.5% |
| YTD | -17.2% | -7.4% | -9.9% | -16.1% |
| 1Y | -24.8% | -9.5% | -15.4% | -23.3% |
| All | -8.4% | +21.0% | -29.4% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling