+132.0%
DPZ vs VSH
+141.4%
-9.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -1.2% |
| 7D | -3.5% | +12.8% | -16.3% | -4.8% |
| 30D | +5.7% | -9.0% | +14.7% | +6.1% |
| 3M | -7.5% | -12.2% | +4.7% | -7.1% |
| 6M | +6.2% | -15.9% | +22.1% | +3.7% |
| YTD | -19.8% | +103.2% | -123.0% | -32.5% |
| 1Y | -18.0% | +108.4% | -126.4% | -31.4% |
| 3Y | -8.8% | +41.6% | -50.3% | -21.1% |
| 5Y | -30.2% | +54.6% | -84.8% | -41.2% |
| 10Y | +132.0% | +138.2% | -6.2% | +85.9% |
| All | +132.0% | +141.4% | -9.4% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling