+392.5%
VNQ vs DPZ
+4,932.5%
-4,540.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.1% |
| 7D | -1.3% | -2.5% | +1.3% | -0.4% |
| 30D | -2.9% | -7.0% | +4.0% | -0.6% |
| 3M | +0.8% | +11.6% | -10.8% | -3.7% |
| 6M | +2.5% | -15.2% | +17.6% | +7.4% |
| YTD | +10.6% | -17.2% | +27.9% | +16.7% |
| 1Y | +9.1% | -24.8% | +33.9% | +18.9% |
| 3Y | +31.0% | -8.7% | +39.7% | +29.4% |
| 5Y | +4.9% | -28.9% | +33.8% | +10.4% |
| 10Y | +59.5% | +153.6% | -94.2% | -11.1% |
| All | +392.5% | +4,932.5% | -4,540.0% | -39.6% |
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