+5,525.0%
DPZ vs NTRS
+629.4%
+4,895.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -2.5% | +3.7% | -6.1% | -3.7% |
| 30D | +12.5% | +6.1% | +6.5% | +10.2% |
| 3M | -5.2% | -6.7% | +1.5% | -3.1% |
| 6M | +8.8% | +10.5% | -1.7% | +4.5% |
| YTD | -18.7% | +32.0% | -50.7% | -27.2% |
| 1Y | -15.7% | +37.0% | -52.7% | -25.6% |
| 3Y | -7.5% | +173.6% | -181.1% | -37.4% |
| 5Y | -30.1% | +64.4% | -94.5% | -44.9% |
| 10Y | +135.3% | +191.4% | -56.1% | +33.0% |
| All | +5,525.0% | +629.4% | +4,895.6% | +1,814.2% |
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 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