+127.6%
NOK vs DPZ
+145.4%
-17.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +8.7% | -8.6% | +17.3% | +10.3% |
| 30D | +12.5% | -11.2% | +23.7% | +14.5% |
| 3M | -20.7% | +1.4% | -22.2% | -21.6% |
| 6M | +36.2% | -19.9% | +56.0% | +40.8% |
| YTD | +64.1% | -23.0% | +87.2% | +71.0% |
| 1Y | +132.4% | -28.2% | +160.6% | +145.3% |
| 3Y | +182.9% | -14.2% | +197.1% | +183.2% |
| 5Y | +102.8% | -33.4% | +136.2% | +109.0% |
| All | +127.6% | +145.4% | -17.8% | +80.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling