+5,541.0%
DPZ vs NTRS
+629.4%
+4,911.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -1.0% |
| 7D | +3.7% | +4.1% | -0.4% | +2.2% |
| 30D | +8.0% | +5.6% | +2.4% | +6.0% |
| 3M | -4.2% | -3.8% | -0.4% | -3.1% |
| 6M | +4.6% | +11.8% | -7.2% | +0.1% |
| YTD | -18.4% | +32.0% | -50.4% | -27.0% |
| 1Y | -16.8% | +39.6% | -56.4% | -27.0% |
| 3Y | -5.0% | +178.7% | -183.7% | -36.2% |
| 5Y | -27.8% | +69.0% | -96.8% | -43.6% |
| 10Y | +121.1% | +201.7% | -80.6% | +22.9% |
| All | +5,541.0% | +629.4% | +4,911.7% | +1,819.9% |
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