+569.5%
DPZ vs NWSA
+98.8%
+470.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.4% | +13.6% | +3.3% |
| 7D | +9.5% | -10.1% | +19.6% | +11.9% |
| 30D | +12.8% | -7.3% | +20.0% | +14.4% |
| 3M | -6.2% | -8.6% | +2.3% | -4.6% |
| 6M | +4.3% | +4.4% | -0.2% | +2.9% |
| YTD | -16.6% | +2.1% | -18.7% | -17.5% |
| 1Y | -12.8% | +4.1% | -16.9% | -14.2% |
| 3Y | -0.8% | +23.5% | -24.3% | -6.2% |
| 5Y | -25.8% | +13.5% | -39.3% | -30.0% |
| 10Y | +130.9% | +149.4% | -18.5% | +79.1% |
| All | +569.5% | +98.8% | +470.6% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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