-28.8%
DPZ vs NTR
+51.4%
-80.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.5% |
| 7D | -2.5% | +8.1% | -10.7% | -3.4% |
| 30D | -7.0% | +18.8% | -25.7% | -8.8% |
| 3M | +11.6% | +16.2% | -4.6% | +9.6% |
| 6M | -15.2% | +9.8% | -24.9% | -16.4% |
| YTD | -17.2% | +30.9% | -48.1% | -20.3% |
| 1Y | -24.8% | +41.8% | -66.6% | -28.4% |
| 3Y | -8.7% | +35.8% | -44.4% | -13.7% |
| All | -28.8% | +51.4% | -80.3% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling