+72.7%
NEM vs DPZ
-25.6%
+98.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.2% |
| 30D | +23.1% | -7.0% | +30.0% | +23.0% |
| 3M | +18.5% | +11.6% | +6.9% | +18.4% |
| 6M | +7.8% | -15.2% | +23.0% | +10.5% |
| YTD | +29.1% | -17.2% | +46.4% | +33.1% |
| 1Y | +72.7% | -24.8% | +97.5% | +82.5% |
| All | +72.7% | -25.6% | +98.2% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling