+297.5%
VST vs DPZ
-5.8%
+303.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -0.5% | +3.7% | -4.2% | -1.3% |
| 30D | -17.1% | +8.0% | -25.1% | -18.5% |
| 3M | -4.6% | -4.2% | -0.4% | -4.0% |
| 6M | -9.1% | +4.6% | -13.7% | -11.0% |
| YTD | -16.6% | -18.4% | +1.8% | -11.3% |
| 1Y | -29.5% | -16.8% | -12.7% | -25.8% |
| 3Y | +297.5% | -5.0% | +302.6% | +303.7% |
| All | +297.5% | -5.8% | +303.3% | +303.7% |
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