+11.9%
NOK vs DPZ
+5,324.1%
-5,312.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +11.0% | -2.5% | +13.5% | +11.6% |
| 30D | -16.0% | +12.5% | -28.6% | -18.7% |
| 3M | -19.8% | -5.2% | -14.6% | -19.4% |
| 6M | -37.1% | +8.8% | -45.9% | -39.7% |
| YTD | +28.0% | -18.7% | +46.6% | +31.8% |
| 1Y | +17.9% | -15.7% | +33.6% | +20.3% |
| 3Y | +152.7% | -7.5% | +160.2% | +146.5% |
| 5Y | +62.3% | -30.1% | +92.4% | +67.9% |
| 10Y | +128.1% | +135.3% | -7.2% | +58.3% |
| All | +11.9% | +5,324.1% | -5,312.2% | -69.7% |
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 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