+2,549.3%
DPZ vs VYM
+490.6%
+2,058.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -2.0% |
| 7D | +3.7% | -0.7% | +4.4% | +4.2% |
| 30D | +8.0% | +2.5% | +5.5% | +5.7% |
| 3M | -4.2% | -1.2% | -3.0% | -3.2% |
| 6M | +4.6% | +5.9% | -1.3% | -0.5% |
| YTD | -18.4% | +15.4% | -33.8% | -28.0% |
| 1Y | -16.8% | +18.8% | -35.6% | -28.4% |
| 3Y | -5.0% | +73.8% | -78.8% | -41.2% |
| 5Y | -27.8% | +70.5% | -98.3% | -54.7% |
| 10Y | +121.1% | +203.2% | -82.1% | -26.6% |
| All | +2,549.3% | +490.6% | +2,058.7% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling