-21.6%
DPZ vs VSXY
+93.0%
-114.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.4% |
| 7D | +2.2% | -1.7% | +4.0% | +2.3% |
| 30D | +15.5% | +20.1% | -4.6% | +13.9% |
| 3M | -2.0% | +16.6% | -18.6% | -3.3% |
| 6M | +12.1% | +134.9% | -122.8% | +3.7% |
| YTD | -16.6% | +96.0% | -112.6% | -22.2% |
| 1Y | -14.6% | +203.8% | -218.4% | -23.8% |
| 3Y | -4.1% | +465.3% | -469.5% | -23.4% |
| 5Y | -28.3% | +106.3% | -134.6% | -38.0% |
| All | -21.6% | +93.0% | -114.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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