+4.3%
DPZ vs VSXY
+110.0%
-105.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.2% |
| 7D | +9.5% | +7.2% | +2.3% | +9.6% |
| 30D | +12.8% | +24.9% | -12.1% | +13.4% |
| 3M | -6.2% | +18.3% | -24.5% | -5.8% |
| 6M | +4.3% | +109.4% | -105.2% | +7.6% |
| All | +4.3% | +110.0% | -105.7% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling