+99.0%
DPZ vs NTR
+83.8%
+15.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | +3.7% | +3.0% | +0.7% | +3.3% |
| 30D | +8.0% | +7.1% | +0.9% | +7.0% |
| 3M | -4.2% | +13.1% | -17.3% | -5.8% |
| 6M | +4.6% | +7.6% | -3.0% | +3.3% |
| YTD | -18.4% | +20.0% | -38.4% | -21.0% |
| 1Y | -16.8% | +30.2% | -46.9% | -20.4% |
| 3Y | -5.0% | +46.8% | -51.8% | -11.4% |
| 5Y | -27.8% | +22.7% | -50.5% | -33.0% |
| All | +99.0% | +83.8% | +15.2% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling