+1,740.6%
VRT vs DPZ
+37.4%
+1,703.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +4.0% |
| 7D | -21.4% | +6.6% | -27.9% | -22.7% |
| 30D | -25.8% | +10.3% | -36.1% | -27.9% |
| 3M | -33.5% | -6.2% | -27.4% | -32.9% |
| 6M | -49.0% | +4.2% | -53.3% | -50.5% |
| YTD | +12.9% | -18.4% | +31.3% | +17.4% |
| 1Y | 0.0% | -14.9% | +15.0% | +2.3% |
| 3Y | +361.8% | -4.6% | +366.4% | +353.3% |
| 5Y | +565.1% | -27.4% | +592.5% | +586.3% |
| All | +1,740.6% | +37.4% | +1,703.2% | +1,649.3% |
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