+402.8%
VUG vs DPZ
+140.2%
+262.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.5% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | -6.3% | +15.5% | -21.8% | -9.6% |
| 3M | -6.0% | -2.0% | -4.0% | -5.9% |
| 6M | -3.5% | +12.1% | -15.7% | -7.2% |
| YTD | +3.9% | -16.6% | +20.5% | +7.5% |
| 1Y | +5.1% | -14.6% | +19.7% | +8.0% |
| 3Y | +77.9% | -4.1% | +82.0% | +73.8% |
| 5Y | +62.4% | -28.3% | +90.7% | +67.8% |
| All | +402.8% | +140.2% | +262.6% | +308.0% |
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