+231.9%
VLO vs DPZ
-4.7%
+236.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | +9.6% | +2.2% | +7.4% | +9.6% |
| 30D | -17.4% | +15.5% | -32.9% | -17.9% |
| 3M | +10.8% | -2.0% | +12.8% | +11.3% |
| 6M | +56.9% | +12.1% | +44.8% | +55.3% |
| YTD | +136.8% | -16.6% | +153.4% | +142.4% |
| 1Y | +120.7% | -14.6% | +135.2% | +124.5% |
| 3Y | +231.9% | -4.1% | +236.1% | +228.8% |
| All | +231.9% | -4.7% | +236.6% | +228.8% |
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