-4.1%
DPZ vs NTR
+47.6%
-51.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | +15.5% | +2.0% | +13.5% | +15.2% |
| 3M | -2.0% | +6.4% | -8.4% | -3.0% |
| 6M | +12.1% | +1.6% | +10.5% | +11.5% |
| YTD | -16.6% | +18.2% | -34.8% | -19.8% |
| 1Y | -14.6% | +23.9% | -38.5% | -18.7% |
| 3Y | -4.1% | +44.7% | -48.8% | -13.1% |
| All | -4.1% | +47.6% | -51.7% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling