-28.8%
DPZ vs VMC
+52.7%
-81.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -2.5% | -4.3% | +1.8% | -1.1% |
| 30D | -7.0% | -8.2% | +1.3% | -4.3% |
| 3M | +11.6% | -7.0% | +18.6% | +14.1% |
| 6M | -15.2% | -10.8% | -4.4% | -12.3% |
| YTD | -17.2% | -7.4% | -9.9% | -15.9% |
| 1Y | -24.8% | -9.5% | -15.4% | -23.2% |
| 3Y | -8.7% | +20.5% | -29.1% | -16.8% |
| All | -28.8% | +52.7% | -81.5% | -40.9% |
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