+1,065.2%
NRG vs DPZ
+141.0%
+924.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -4.7% | -8.6% | +4.0% | -2.9% |
| 30D | -6.0% | -11.9% | +5.9% | -3.6% |
| 3M | -8.0% | +0.4% | -8.4% | -8.8% |
| 6M | -23.2% | -19.9% | -3.3% | -20.1% |
| YTD | -28.1% | -24.4% | -3.7% | -24.2% |
| 1Y | -27.3% | -30.4% | +3.2% | -22.0% |
| 3Y | +208.7% | -17.4% | +226.0% | +215.2% |
| 5Y | +197.7% | -34.6% | +232.2% | +213.6% |
| All | +1,065.2% | +141.0% | +924.2% | +670.4% |
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