+382.9%
VUG vs DPZ
+125.1%
+257.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -3.4% | +6.6% | -10.0% | -4.9% |
| 30D | -11.1% | +10.3% | -21.4% | -13.3% |
| 3M | -7.2% | -6.2% | -1.1% | -6.2% |
| 6M | -4.1% | +4.2% | -8.4% | -6.0% |
| YTD | +1.4% | -18.4% | +19.8% | +5.5% |
| 1Y | +1.9% | -14.9% | +16.8% | +4.7% |
| 3Y | +77.7% | -4.6% | +82.4% | +73.8% |
| 5Y | +57.6% | -27.4% | +85.0% | +62.4% |
| All | +382.9% | +125.1% | +257.8% | +295.0% |
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