+35.5%
NOK vs DPZ
+5,417.8%
-5,382.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | -1.8% | -2.5% | +0.8% | -1.2% |
| 30D | +4.7% | -7.0% | +11.7% | +6.4% |
| 3M | -39.7% | +11.6% | -51.3% | -42.0% |
| 6M | +23.1% | -15.2% | +38.2% | +26.5% |
| YTD | +55.0% | -17.2% | +72.3% | +60.1% |
| 1Y | +118.0% | -24.8% | +142.9% | +130.5% |
| 3Y | +170.5% | -8.7% | +179.2% | +166.4% |
| 5Y | +84.9% | -28.9% | +113.8% | +91.4% |
| 10Y | +112.0% | +153.6% | -41.6% | +44.8% |
| All | +35.5% | +5,417.8% | -5,382.3% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling