+560.5%
VLO vs DPZ
-28.9%
+589.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +5.2% | -2.5% | +7.8% | +5.5% |
| 30D | +22.6% | -7.0% | +29.6% | +23.4% |
| 3M | +43.8% | +11.6% | +32.2% | +41.7% |
| 6M | +65.7% | -15.2% | +80.9% | +68.4% |
| YTD | +131.1% | -17.2% | +148.3% | +135.3% |
| 1Y | +143.6% | -24.8% | +168.5% | +151.7% |
| 3Y | +201.4% | -8.7% | +210.0% | +201.7% |
| All | +560.5% | -28.9% | +589.4% | +523.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling