+132.0%
DPZ vs NTRS
+199.7%
-67.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | +5.7% | +5.6% | +0.1% | +4.6% |
| 3M | -7.5% | -4.4% | -3.1% | -6.8% |
| 6M | +6.2% | +12.0% | -5.8% | +3.6% |
| YTD | -19.8% | +32.8% | -52.6% | -24.6% |
| 1Y | -18.0% | +40.0% | -57.9% | -23.8% |
| 3Y | -8.8% | +175.2% | -184.0% | -26.5% |
| 5Y | -30.2% | +66.4% | -96.6% | -39.5% |
| 10Y | +132.0% | +193.1% | -61.1% | +85.2% |
| All | +132.0% | +199.7% | -67.7% | +85.2% |
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