-100.0%
VIVK vs DPZ
-12.8%
-87.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.2% | -2.2% | -6.5% |
| 7D | -7.9% | -7.3% | -0.6% | -8.2% |
| 30D | -42.0% | -7.6% | -34.4% | -42.1% |
| 3M | -92.5% | +1.8% | -94.3% | -92.5% |
| 6M | -98.0% | -21.8% | -76.2% | -98.0% |
| YTD | -97.9% | -22.0% | -75.9% | -97.9% |
| 1Y | -100.0% | -28.6% | -71.4% | -100.0% |
| All | -100.0% | -12.8% | -87.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling