+98.5%
DPZ vs NTR
+81.1%
+17.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | +12.5% | +2.2% | +10.3% | +12.2% |
| 3M | -5.2% | +6.8% | -12.0% | -6.1% |
| 6M | +8.8% | +0.6% | +8.2% | +8.4% |
| YTD | -18.7% | +18.2% | -36.8% | -21.1% |
| 1Y | -15.7% | +21.3% | -37.0% | -18.5% |
| 3Y | -7.5% | +46.6% | -54.1% | -13.7% |
| 5Y | -30.1% | +21.3% | -51.4% | -35.0% |
| All | +98.5% | +81.1% | +17.4% | +69.9% |
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