-100.0%
VIVK vs DPZ
+5,455.2%
-5,555.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.7% | -10.6% | -12.6% |
| 7D | -1.4% | -2.5% | +1.2% | -1.8% |
| 30D | -43.6% | -7.0% | -36.7% | -44.1% |
| 3M | -95.1% | +11.6% | -106.7% | -95.0% |
| 6M | -98.2% | -15.2% | -83.0% | -98.2% |
| YTD | -97.9% | -17.2% | -80.7% | -98.0% |
| 1Y | -100.0% | -24.8% | -75.1% | -100.0% |
| 3Y | -100.0% | -8.7% | -91.3% | -100.0% |
| 5Y | -100.0% | -28.9% | -71.1% | -100.0% |
| 10Y | -100.0% | +153.6% | -253.6% | -100.0% |
| All | -100.0% | +5,455.2% | -5,555.2% | -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 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