-30.2%
DPZ vs VSXY
+119.9%
-150.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -3.5% | +0.8% | -4.4% | -3.6% |
| 30D | +5.7% | +24.0% | -18.3% | +3.8% |
| 3M | -7.5% | +16.7% | -24.1% | -8.8% |
| 6M | +6.2% | +138.6% | -132.4% | -2.8% |
| YTD | -19.8% | +102.8% | -122.6% | -26.0% |
| 1Y | -18.0% | +214.2% | -232.1% | -28.0% |
| 3Y | -8.8% | +461.4% | -470.2% | -29.5% |
| 5Y | -30.2% | +118.3% | -148.5% | -39.9% |
| All | -30.2% | +119.9% | -150.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling