-31.0%
DPZ vs NTRS
+87.6%
-118.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | -1.5% | +1.7% | -3.1% | -1.9% |
| 30D | -4.4% | +0.1% | -4.6% | -4.5% |
| 3M | +7.6% | +9.8% | -2.2% | +5.0% |
| 6M | -16.9% | +34.7% | -51.6% | -23.4% |
| YTD | -18.6% | +37.4% | -56.0% | -25.7% |
| 1Y | -26.7% | +48.2% | -74.8% | -34.5% |
| 3Y | -9.3% | +163.5% | -172.8% | -32.3% |
| 5Y | -31.0% | +88.2% | -119.2% | -45.0% |
| All | -31.0% | +87.6% | -118.6% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling