+153.4%
NEM vs DPZ
-30.2%
+183.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +3.9% | -1.5% | +5.3% | +4.1% |
| 30D | +12.7% | -4.4% | +17.2% | +13.4% |
| 3M | +28.7% | +7.6% | +21.0% | +26.6% |
| 6M | +9.8% | -16.9% | +26.7% | +12.9% |
| YTD | +28.1% | -18.6% | +46.7% | +32.0% |
| 1Y | +69.3% | -26.7% | +96.0% | +77.9% |
| 3Y | +247.7% | -9.3% | +257.0% | +251.4% |
| 5Y | +153.4% | -31.0% | +184.4% | +154.5% |
| All | +153.4% | -30.2% | +183.5% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling