-100.0%
VIVK vs DPZ
+140.2%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +2.5% | -10.0% | -7.6% |
| 7D | -57.7% | +2.2% | -59.9% | -57.7% |
| 30D | -87.3% | +15.5% | -102.8% | -87.5% |
| 3M | -98.9% | -2.0% | -96.9% | -98.9% |
| 6M | -100.0% | +12.1% | -112.1% | -100.0% |
| YTD | -100.0% | -16.6% | -83.4% | -100.0% |
| 1Y | -100.0% | -14.6% | -85.4% | -100.0% |
| 3Y | -100.0% | -4.1% | -95.9% | -100.0% |
| 5Y | -100.0% | -28.3% | -71.7% | -100.0% |
| All | -100.0% | +140.2% | -240.2% | -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