+5,666.8%
DPZ vs VMC
+717.3%
+4,949.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.6% |
| 7D | +9.5% | +1.9% | +7.6% | +8.8% |
| 30D | +12.8% | +14.7% | -1.9% | +7.7% |
| 3M | -6.2% | -0.3% | -6.0% | -6.3% |
| 6M | +4.3% | -1.7% | +5.9% | +4.4% |
| YTD | -16.6% | +0.7% | -17.3% | -17.6% |
| 1Y | -12.8% | +0.9% | -13.7% | -14.0% |
| 3Y | -0.8% | +40.5% | -41.3% | -13.4% |
| 5Y | -25.8% | +51.5% | -77.3% | -37.8% |
| 10Y | +130.9% | +166.5% | -35.7% | +42.1% |
| All | +5,666.8% | +717.3% | +4,949.5% | +1,960.4% |
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