-26.7%
VRSK vs DPZ
-14.0%
-12.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -7.7% | -8.6% | +0.8% | -5.9% |
| 30D | -2.8% | -11.2% | +8.4% | -0.3% |
| 3M | -3.7% | +1.4% | -5.1% | -4.2% |
| 6M | -12.8% | -19.9% | +7.1% | -9.8% |
| YTD | -21.0% | -23.0% | +2.1% | -17.8% |
| 1Y | -32.5% | -28.2% | -4.2% | -29.1% |
| All | -26.7% | -14.0% | -12.7% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling