-24.3%
DPZ vs VSXY
+101.4%
-125.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | +2.2% | +10.2% | -8.0% | +1.4% |
| 30D | +6.7% | +33.6% | -27.0% | +4.4% |
| 3M | -4.5% | +10.8% | -15.3% | -5.5% |
| 6M | +3.3% | +130.5% | -127.2% | -4.2% |
| YTD | -19.4% | +104.4% | -123.9% | -25.0% |
| 1Y | -17.3% | +216.5% | -233.8% | -26.4% |
| 3Y | -8.4% | +465.9% | -474.3% | -26.6% |
| 5Y | -28.2% | +123.1% | -151.3% | -38.0% |
| All | -24.3% | +101.4% | -125.7% | -32.9% |
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