-25.8%
DPZ vs VO
+33.1%
-58.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +2.8% |
| 7D | +9.5% | -3.3% | +12.8% | +12.1% |
| 30D | +12.8% | -1.8% | +14.6% | +14.2% |
| 3M | -6.2% | -3.4% | -2.9% | -4.0% |
| 6M | +4.3% | +3.0% | +1.3% | +1.6% |
| YTD | -16.6% | +10.7% | -27.3% | -23.1% |
| 1Y | -12.8% | +11.8% | -24.6% | -20.3% |
| 3Y | -0.8% | +60.4% | -61.2% | -31.2% |
| 5Y | -25.8% | +33.6% | -59.4% | -41.1% |
| All | -25.8% | +33.1% | -58.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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