+140.2%
NI vs DPZ
+145.4%
-5.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -0.6% | -8.6% | +8.0% | +0.6% |
| 30D | -1.4% | -11.2% | +9.8% | +0.1% |
| 3M | -10.6% | +1.4% | -12.0% | -11.0% |
| 6M | -9.9% | -19.9% | +10.0% | -7.6% |
| YTD | +1.2% | -23.0% | +24.2% | +4.2% |
| 1Y | +4.4% | -28.2% | +32.6% | +8.5% |
| 3Y | +68.6% | -14.2% | +82.8% | +69.3% |
| 5Y | +98.0% | -33.4% | +131.4% | +102.5% |
| All | +140.2% | +145.4% | -5.2% | +96.9% |
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