+786.8%
VTR vs DPZ
+5,417.8%
-4,631.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -1.7% | -2.5% | +0.9% | -0.9% |
| 30D | -2.4% | -7.0% | +4.5% | -0.4% |
| 3M | +14.8% | +11.6% | +3.2% | +10.0% |
| 6M | +5.3% | -15.2% | +20.5% | +9.9% |
| YTD | +18.1% | -17.2% | +35.3% | +23.9% |
| 1Y | +36.7% | -24.8% | +61.6% | +47.7% |
| 3Y | +130.1% | -8.7% | +138.7% | +126.3% |
| 5Y | +89.5% | -28.9% | +118.4% | +96.8% |
| 10Y | +87.4% | +153.6% | -66.3% | +8.1% |
| All | +786.8% | +5,417.8% | -4,631.0% | +6.1% |
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