+3,532.6%
VLO vs DPZ
+5,341.2%
-1,808.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | -13.3% | +6.6% | -19.9% | -14.9% |
| 30D | -18.3% | +10.3% | -28.6% | -20.6% |
| 3M | +14.3% | -6.2% | +20.5% | +15.4% |
| 6M | +47.6% | +4.2% | +43.4% | +44.1% |
| YTD | +116.0% | -18.4% | +134.4% | +123.1% |
| 1Y | +101.0% | -14.9% | +115.9% | +105.0% |
| 3Y | +199.0% | -4.6% | +203.6% | +190.5% |
| 5Y | +419.0% | -27.4% | +446.4% | +429.3% |
| 10Y | +778.2% | +125.9% | +652.3% | +472.2% |
| All | +3,532.6% | +5,341.2% | -1,808.6% | +563.0% |
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