-8.3%
NOC vs DPZ
-29.3%
+20.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | -1.6% | -7.3% | +5.7% | -0.7% |
| 30D | -10.4% | -7.6% | -2.8% | -9.6% |
| 3M | -5.6% | +1.8% | -7.4% | -6.2% |
| 6M | -30.4% | -21.8% | -8.6% | -28.5% |
| YTD | -8.5% | -22.0% | +13.5% | -6.6% |
| 1Y | -8.3% | -28.6% | +20.3% | -5.0% |
| All | -8.3% | -29.3% | +20.9% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling