+578.1%
VRSK vs DPZ
+5,014.5%
-4,436.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.9% | -5.2% |
| 7D | -9.7% | -1.5% | -8.2% | -9.4% |
| 30D | -8.5% | -4.4% | -4.1% | -7.7% |
| 3M | -1.7% | +7.6% | -9.3% | -3.4% |
| 6M | -17.9% | -16.9% | -0.9% | -14.8% |
| YTD | -21.1% | -18.6% | -2.5% | -17.9% |
| 1Y | -35.1% | -26.7% | -8.5% | -31.0% |
| 3Y | -26.7% | -9.3% | -17.4% | -26.8% |
| 5Y | -12.0% | -31.0% | +19.0% | -8.2% |
| 10Y | +122.9% | +152.4% | -29.5% | +76.2% |
| All | +578.1% | +5,014.5% | -4,436.4% | +256.3% |
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