+17.9%
NOK vs DPZ
-16.8%
+34.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.3% |
| 7D | +11.0% | -2.5% | +13.5% | +9.9% |
| 30D | -16.0% | +12.5% | -28.6% | -11.8% |
| 3M | -19.8% | -5.2% | -14.6% | -19.8% |
| 6M | -37.1% | +8.8% | -45.9% | -34.0% |
| YTD | +28.0% | -18.7% | +46.6% | +40.9% |
| 1Y | +17.9% | -15.7% | +33.6% | +25.7% |
| All | +17.9% | -16.8% | +34.7% | +25.7% |
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 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