-28.6%
DPZ vs NTRS
+48.1%
-76.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -7.3% | +0.9% | -8.1% | -7.3% |
| 30D | -7.6% | -1.2% | -6.4% | -7.6% |
| 3M | +1.8% | +8.8% | -7.0% | +1.6% |
| 6M | -21.8% | +34.7% | -56.5% | -23.4% |
| YTD | -22.0% | +37.2% | -59.3% | -24.3% |
| 1Y | -28.6% | +46.3% | -74.9% | -32.0% |
| All | -28.6% | +48.1% | -76.7% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling