+124.0%
DPZ vs VYM
+203.9%
-79.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +6.6% | -2.8% | +9.4% | +8.2% |
| 30D | +10.3% | +1.0% | +9.3% | +9.7% |
| 3M | -6.2% | -2.9% | -3.2% | -4.7% |
| 6M | +4.2% | +2.6% | +1.7% | +2.8% |
| YTD | -18.4% | +12.8% | -31.2% | -23.5% |
| 1Y | -14.9% | +16.8% | -31.7% | -21.6% |
| 3Y | -4.6% | +66.9% | -71.5% | -26.4% |
| 5Y | -27.4% | +66.5% | -93.9% | -43.9% |
| All | +124.0% | +203.9% | -79.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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