+162.8%
NOC vs DPZ
+116.9%
+45.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -0.3% | +2.2% | -2.5% | -0.6% |
| 30D | +14.1% | +6.7% | +7.4% | +13.3% |
| 3M | -4.6% | -4.5% | -0.1% | -4.3% |
| 6M | +0.7% | +3.3% | -2.6% | +0.1% |
| YTD | -2.6% | -19.4% | +16.8% | -0.9% |
| 1Y | -1.0% | -17.3% | +16.3% | +0.5% |
| 3Y | +24.5% | -8.4% | +32.9% | +23.8% |
| 5Y | +64.3% | -28.2% | +92.5% | +66.6% |
| 10Y | +162.8% | +130.9% | +31.9% | +119.6% |
| All | +162.8% | +116.9% | +45.9% | +119.6% |
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