+5,622.1%
DPZ vs NTRS
+666.2%
+4,955.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -7.0% | +1.7% | -8.7% | -7.5% |
| 3M | +11.6% | +8.9% | +2.7% | +8.1% |
| 6M | -15.2% | +30.6% | -45.8% | -23.3% |
| YTD | -17.2% | +38.7% | -55.9% | -27.0% |
| 1Y | -24.8% | +48.1% | -72.9% | -35.4% |
| 3Y | -8.7% | +165.5% | -174.2% | -37.6% |
| 5Y | -28.9% | +85.6% | -114.5% | -46.4% |
| 10Y | +153.6% | +246.1% | -92.4% | +33.5% |
| All | +5,622.1% | +666.2% | +4,955.9% | +1,818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling