+124.0%
VRSK vs DPZ
+141.0%
-17.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -5.2% | -8.6% | +3.5% | -3.1% |
| 30D | -2.3% | -11.9% | +9.6% | +0.6% |
| 3M | -2.9% | +0.4% | -3.3% | -3.2% |
| 6M | -12.8% | -19.9% | +7.1% | -8.5% |
| YTD | -20.8% | -24.4% | +3.6% | -15.9% |
| 1Y | -33.2% | -30.4% | -2.8% | -27.7% |
| 3Y | -26.6% | -17.4% | -9.2% | -25.2% |
| 5Y | -11.3% | -34.6% | +23.3% | -6.1% |
| All | +124.0% | +141.0% | -17.0% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling