+130.6%
NOK vs DPZ
+148.6%
-18.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.7% |
| 7D | +9.3% | -7.3% | +16.6% | +10.7% |
| 30D | +17.9% | -7.6% | +25.4% | +19.2% |
| 3M | -22.3% | +1.8% | -24.1% | -23.2% |
| 6M | +36.4% | -21.8% | +58.2% | +41.9% |
| YTD | +66.3% | -22.0% | +88.3% | +72.9% |
| 1Y | +134.4% | -28.6% | +163.0% | +147.9% |
| 3Y | +186.6% | -13.1% | +199.7% | +186.3% |
| 5Y | +102.7% | -33.2% | +135.9% | +108.8% |
| All | +130.6% | +148.6% | -18.0% | +82.7% |
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 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