-4.6%
DPZ vs VYM
+66.1%
-70.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | +6.6% | -2.8% | +9.4% | +8.8% |
| 30D | +10.3% | +1.0% | +9.3% | +9.4% |
| 3M | -6.2% | -2.9% | -3.2% | -4.1% |
| 6M | +4.2% | +2.6% | +1.7% | +2.1% |
| YTD | -18.4% | +12.8% | -31.2% | -25.9% |
| 1Y | -14.9% | +16.8% | -31.7% | -24.9% |
| 3Y | -4.6% | +66.9% | -71.5% | -34.9% |
| All | -4.6% | +66.1% | -70.7% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling