+1,064.3%
NI vs DPZ
+5,417.8%
-4,353.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +2.0% | -2.5% | +4.6% | +2.5% |
| 30D | -3.5% | -7.0% | +3.4% | -2.4% |
| 3M | -9.1% | +11.6% | -20.7% | -11.2% |
| 6M | -11.8% | -15.2% | +3.3% | -9.8% |
| YTD | +1.1% | -17.2% | +18.3% | +3.8% |
| 1Y | +6.7% | -24.8% | +31.5% | +11.3% |
| 3Y | +71.1% | -8.7% | +79.7% | +70.1% |
| 5Y | +94.3% | -28.9% | +123.2% | +98.9% |
| 10Y | +135.8% | +153.6% | -17.9% | +82.6% |
| All | +1,064.3% | +5,417.8% | -4,353.4% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling