-4.6%
DPZ vs VSH
+6.8%
-11.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -2.2% |
| 7D | +6.6% | -12.9% | +19.5% | +6.7% |
| 30D | +10.3% | -36.9% | +47.1% | +11.1% |
| 3M | -6.2% | -28.8% | +22.6% | -5.8% |
| 6M | +4.2% | -30.3% | +34.5% | +1.4% |
| YTD | -18.4% | +62.4% | -80.8% | -29.0% |
| 1Y | -14.9% | +62.5% | -77.5% | -26.1% |
| 3Y | -4.6% | +7.4% | -12.0% | -12.7% |
| All | -4.6% | +6.8% | -11.5% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling