+711.4%
VEEV vs DPZ
+508.2%
+203.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -1.2% |
| 7D | -0.7% | +2.2% | -3.0% | -1.6% |
| 30D | +1.4% | +15.5% | -14.1% | -4.1% |
| 3M | +19.4% | -2.0% | +21.4% | +19.4% |
| 6M | +93.6% | +12.1% | +81.5% | +83.3% |
| YTD | +35.1% | -16.6% | +51.7% | +42.3% |
| 1Y | +3.4% | -14.6% | +17.9% | +7.6% |
| 3Y | +81.4% | -4.1% | +85.5% | +73.6% |
| 5Y | -5.1% | -28.3% | +23.2% | +0.4% |
| 10Y | +661.2% | +141.3% | +520.0% | +376.0% |
| All | +711.4% | +508.2% | +203.2% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling