+138.9%
DPZ vs NTRS
+188.7%
-49.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -2.5% | +3.7% | -6.1% | -3.1% |
| 30D | +12.5% | +6.1% | +6.5% | +11.3% |
| 3M | -5.2% | -6.7% | +1.5% | -4.1% |
| 6M | +8.8% | +10.5% | -1.7% | +6.4% |
| YTD | -18.7% | +32.0% | -50.7% | -23.5% |
| 1Y | -15.7% | +37.0% | -52.7% | -21.3% |
| 3Y | -7.5% | +173.6% | -181.1% | -25.4% |
| 5Y | -30.1% | +64.4% | -94.5% | -39.3% |
| All | +138.9% | +188.7% | -49.8% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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