+56.1%
NOC vs DPZ
-30.2%
+86.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -2.7% | -1.5% | -1.2% | -2.6% |
| 30D | -8.9% | -4.4% | -4.4% | -8.6% |
| 3M | -3.7% | +7.6% | -11.3% | -4.3% |
| 6M | -30.8% | -16.9% | -13.9% | -30.1% |
| YTD | -7.9% | -18.6% | +10.7% | -6.9% |
| 1Y | -9.4% | -26.7% | +17.2% | -7.9% |
| 3Y | +29.0% | -9.3% | +38.3% | +28.9% |
| 5Y | +56.1% | -31.0% | +87.1% | +58.2% |
| All | +56.1% | -30.2% | +86.2% | +58.2% |
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