+152.4%
DPZ vs VYM
+201.8%
-49.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -4.4% | -1.3% | -3.2% | -3.8% |
| 3M | +7.6% | +4.1% | +3.6% | +5.4% |
| 6M | -16.9% | +9.8% | -26.7% | -20.9% |
| YTD | -18.6% | +15.3% | -33.9% | -24.6% |
| 1Y | -26.7% | +20.0% | -46.7% | -33.5% |
| 3Y | -9.3% | +66.2% | -75.6% | -30.0% |
| 5Y | -31.0% | +77.5% | -108.5% | -48.2% |
| 10Y | +152.4% | +201.7% | -49.4% | +41.6% |
| All | +152.4% | +201.8% | -49.4% | +41.6% |
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