+302.3%
NEM vs DPZ
+141.0%
+161.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | -1.0% | -8.6% | +7.6% | +0.2% |
| 30D | +7.8% | -11.9% | +19.7% | +9.6% |
| 3M | +30.2% | +0.4% | +29.8% | +29.6% |
| 6M | +9.6% | -19.9% | +29.5% | +12.6% |
| YTD | +27.8% | -24.4% | +52.2% | +32.3% |
| 1Y | +60.7% | -30.4% | +91.1% | +68.4% |
| 3Y | +245.3% | -17.4% | +262.7% | +251.1% |
| 5Y | +155.3% | -34.6% | +189.9% | +164.5% |
| All | +302.3% | +141.0% | +161.3% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling