-49.4%
VG vs DPZ
-23.1%
-26.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.6% |
| 7D | -7.7% | +2.2% | -9.8% | -7.4% |
| 30D | -8.8% | +6.7% | -15.5% | -8.1% |
| 3M | -15.6% | -4.5% | -11.1% | -15.1% |
| 6M | +5.2% | +3.3% | +1.9% | +5.0% |
| YTD | +76.9% | -19.4% | +96.3% | +84.8% |
| 1Y | +42.5% | -17.3% | +59.8% | +46.7% |
| All | -49.4% | -23.1% | -26.3% | -47.9% |
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