+96.4%
NI vs DPZ
-30.2%
+126.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.4% |
| 7D | +2.3% | -1.5% | +3.8% | +2.5% |
| 30D | -1.7% | -4.4% | +2.8% | -1.2% |
| 3M | -8.0% | +7.6% | -15.6% | -9.2% |
| 6M | -8.6% | -16.9% | +8.3% | -6.7% |
| YTD | +2.3% | -18.6% | +21.0% | +4.7% |
| 1Y | +6.9% | -26.7% | +33.6% | +10.9% |
| 3Y | +70.6% | -9.3% | +79.9% | +69.9% |
| 5Y | +96.4% | -31.0% | +127.4% | +97.0% |
| All | +96.4% | -30.2% | +126.6% | +97.0% |
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