+392.1%
VNQ vs DPZ
+4,848.8%
-4,456.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -2.5% | -4.4% | +1.9% | -1.2% |
| 3M | +1.4% | +7.6% | -6.3% | -1.9% |
| 6M | +4.6% | -16.9% | +21.5% | +10.5% |
| YTD | +10.5% | -18.6% | +29.2% | +17.3% |
| 1Y | +8.4% | -26.7% | +35.0% | +19.2% |
| 3Y | +32.4% | -9.3% | +41.7% | +31.0% |
| 5Y | +5.5% | -31.0% | +36.5% | +12.2% |
| 10Y | +59.1% | +152.4% | -93.3% | -11.2% |
| All | +392.1% | +4,848.8% | -4,456.8% | -39.3% |
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