-100.0%
VIVK vs DPZ
+145.4%
-245.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -9.5% | -8.6% | -0.9% | -8.8% |
| 30D | -35.1% | -11.2% | -23.9% | -34.5% |
| 3M | -93.4% | +1.4% | -94.8% | -93.4% |
| 6M | -98.0% | -19.9% | -78.1% | -97.9% |
| YTD | -97.9% | -23.0% | -74.8% | -97.8% |
| 1Y | -100.0% | -28.2% | -71.7% | -100.0% |
| 3Y | -100.0% | -14.2% | -85.8% | -100.0% |
| 5Y | -100.0% | -33.4% | -66.6% | -100.0% |
| All | -100.0% | +145.4% | -245.4% | -100.0% |
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