-27.5%
DPZ vs VMC
+42.5%
-70.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | +6.6% | +0.5% | +6.0% | +6.3% |
| 30D | +10.3% | +15.8% | -5.5% | +4.6% |
| 3M | -6.2% | +0.6% | -6.7% | -6.5% |
| 6M | +4.2% | -4.0% | +8.3% | +5.2% |
| YTD | -18.4% | -0.3% | -18.1% | -19.3% |
| 1Y | -14.9% | -0.5% | -14.4% | -16.0% |
| 3Y | -4.6% | +39.6% | -44.2% | -18.4% |
| All | -27.5% | +42.5% | -70.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling