-29.4%
VST vs DPZ
+4.9%
-34.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.4% | -6.0% |
| 7D | -19.9% | +9.5% | -29.4% | -16.6% |
| 30D | -29.7% | +12.8% | -42.5% | -26.1% |
| 3M | -19.6% | -6.2% | -13.3% | -20.6% |
| 6M | -29.4% | +4.3% | -33.7% | -26.3% |
| All | -29.4% | +4.9% | -34.3% | -26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling