+5,622.1%
DPZ vs VMC
+651.8%
+4,970.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.8% |
| 1Y | -24.8% | -9.5% | -15.4% | -23.1% |
| 3Y | -8.7% | +20.5% | -29.1% | -16.1% |
| 5Y | -28.9% | +51.6% | -80.5% | -40.5% |
| 10Y | +153.6% | +150.0% | +3.6% | +59.0% |
| All | +5,622.1% | +651.8% | +4,970.3% | +2,003.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling