-50.0%
VTRS vs DPZ
+141.0%
-191.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | -2.2% | -8.6% | +6.5% | -0.8% |
| 30D | +3.3% | -11.9% | +15.2% | +5.3% |
| 3M | +2.0% | +0.4% | +1.6% | +1.7% |
| 6M | +19.9% | -19.9% | +39.8% | +23.6% |
| YTD | +35.7% | -24.4% | +60.1% | +41.0% |
| 1Y | +68.1% | -30.4% | +98.5% | +76.6% |
| 3Y | +87.1% | -17.4% | +104.4% | +90.2% |
| 5Y | +47.6% | -34.6% | +82.2% | +52.1% |
| All | -50.0% | +141.0% | -191.0% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling