-28.8%
DPZ vs VYM
+76.8%
-105.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -7.0% | -0.5% | -6.4% | -6.5% |
| 3M | +11.6% | +3.0% | +8.6% | +9.0% |
| 6M | -15.2% | +8.2% | -23.4% | -20.3% |
| YTD | -17.2% | +15.8% | -33.1% | -26.5% |
| 1Y | -24.8% | +20.8% | -45.7% | -35.5% |
| 3Y | -8.7% | +65.3% | -73.9% | -39.2% |
| All | -28.8% | +76.8% | -105.6% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling