-23.3%
DPZ vs VSXY
+96.5%
-119.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | +6.6% | +11.8% | -5.3% | +5.7% |
| 30D | +10.3% | +25.9% | -15.7% | +8.4% |
| 3M | -6.2% | +15.5% | -21.7% | -7.4% |
| 6M | +4.2% | +109.7% | -105.5% | -2.6% |
| YTD | -18.4% | +99.5% | -117.9% | -23.9% |
| 1Y | -14.9% | +197.5% | -212.4% | -23.9% |
| 3Y | -4.6% | +453.3% | -457.9% | -23.5% |
| 5Y | -27.4% | +110.3% | -137.7% | -37.3% |
| All | -23.3% | +96.5% | -119.8% | -31.9% |
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 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