+539.2%
VEEV vs DPZ
+148.6%
+390.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.6% | 0.0% |
| 7D | -7.1% | -7.3% | +0.2% | -4.5% |
| 30D | +11.1% | -7.6% | +18.7% | +14.0% |
| 3M | +55.5% | +1.8% | +53.7% | +53.4% |
| 6M | +33.4% | -21.8% | +55.2% | +44.6% |
| YTD | +16.8% | -22.0% | +38.8% | +26.5% |
| 1Y | -7.7% | -28.6% | +20.9% | +3.0% |
| 3Y | +18.4% | -13.1% | +31.5% | +17.6% |
| 5Y | -14.8% | -33.2% | +18.4% | -7.6% |
| All | +539.2% | +148.6% | +390.6% | +334.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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