+5,666.8%
DPZ vs VSH
+108.6%
+5,558.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.8% | +15.1% | +3.6% |
| 7D | +9.5% | -25.2% | +34.7% | +16.2% |
| 30D | +12.8% | -41.8% | +54.6% | +26.0% |
| 3M | -6.2% | -33.4% | +27.2% | +0.4% |
| 6M | +4.3% | -31.0% | +35.3% | +4.7% |
| YTD | -16.6% | +53.6% | -70.2% | -33.6% |
| 1Y | -12.8% | +46.3% | -59.1% | -29.9% |
| 3Y | -0.8% | -1.0% | +0.1% | -16.1% |
| 5Y | -25.8% | +18.6% | -44.4% | -41.7% |
| 10Y | +130.9% | +91.7% | +39.2% | +38.2% |
| All | +5,666.8% | +108.6% | +5,558.2% | +2,134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling