+3,787.1%
VLO vs DPZ
+5,417.8%
-1,630.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +5.2% | -2.5% | +7.8% | +5.9% |
| 30D | +22.6% | -7.0% | +29.6% | +24.7% |
| 3M | +43.8% | +11.6% | +32.2% | +38.8% |
| 6M | +65.7% | -15.2% | +80.9% | +71.0% |
| YTD | +131.1% | -17.2% | +148.3% | +139.2% |
| 1Y | +143.6% | -24.8% | +168.5% | +158.3% |
| 3Y | +201.4% | -8.7% | +210.0% | +197.6% |
| 5Y | +568.9% | -28.9% | +597.8% | +589.0% |
| 10Y | +891.8% | +153.6% | +738.2% | +524.7% |
| All | +3,787.1% | +5,417.8% | -1,630.7% | +610.9% |
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