+147.0%
DPZ vs NTRS
+246.7%
-99.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | -7.3% | +0.9% | -8.1% | -7.4% |
| 30D | -7.6% | -1.2% | -6.4% | -7.4% |
| 3M | +1.8% | +8.8% | -7.0% | +0.1% |
| 6M | -21.8% | +34.7% | -56.5% | -26.5% |
| YTD | -22.0% | +37.2% | -59.3% | -27.1% |
| 1Y | -28.6% | +46.3% | -74.9% | -34.2% |
| 3Y | -13.1% | +163.2% | -176.3% | -29.3% |
| 5Y | -33.2% | +86.9% | -120.1% | -43.1% |
| 10Y | +147.0% | +250.9% | -103.9% | +85.5% |
| All | +147.0% | +246.7% | -99.7% | +85.5% |
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