+98.5%
DPZ vs NTR
+103.6%
-5.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -1.5% | +3.8% | -5.3% | -1.9% |
| 30D | -4.4% | +25.2% | -29.7% | -7.2% |
| 3M | +7.6% | +21.0% | -13.4% | +4.8% |
| 6M | -16.9% | +7.6% | -24.5% | -18.1% |
| YTD | -18.6% | +32.9% | -51.5% | -22.2% |
| 1Y | -26.7% | +43.1% | -69.7% | -30.7% |
| 3Y | -9.3% | +41.6% | -50.9% | -15.0% |
| 5Y | -31.0% | +54.8% | -85.8% | -38.2% |
| All | +98.5% | +103.6% | -5.0% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NTR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling