-27.5%
DPZ vs VYM
+66.0%
-93.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | +6.6% | -2.8% | +9.4% | +9.0% |
| 30D | +10.3% | +1.0% | +9.3% | +9.3% |
| 3M | -6.2% | -2.9% | -3.2% | -3.9% |
| 6M | +4.2% | +2.6% | +1.7% | +2.0% |
| YTD | -18.4% | +12.8% | -31.2% | -26.3% |
| 1Y | -14.9% | +16.8% | -31.7% | -25.4% |
| 3Y | -4.6% | +66.9% | -71.5% | -38.3% |
| All | -27.5% | +66.0% | -93.6% | -53.3% |
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