-22.2%
DPZ vs VSXY
+37.4%
-59.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | -2.5% | -14.0% | +11.4% | -1.6% |
| 30D | -7.0% | -15.9% | +8.9% | -6.0% |
| 3M | +11.6% | +3.4% | +8.2% | +11.0% |
| 6M | -15.2% | +25.9% | -41.1% | -17.7% |
| YTD | -17.2% | +39.5% | -56.7% | -20.8% |
| 1Y | -24.8% | +194.4% | -219.2% | -33.4% |
| 3Y | -8.7% | +281.4% | -290.1% | -24.9% |
| 5Y | -28.9% | +12.8% | -41.7% | -37.2% |
| All | -22.2% | +37.4% | -59.6% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling