-27.3%
NRG vs DPZ
-29.3%
+2.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.4% |
| 7D | -4.7% | -8.6% | +4.0% | -5.8% |
| 30D | -6.0% | -11.9% | +5.9% | -7.5% |
| 3M | -8.0% | +0.4% | -8.4% | -8.2% |
| 6M | -23.2% | -19.9% | -3.3% | -23.9% |
| YTD | -28.1% | -24.4% | -3.7% | -28.5% |
| 1Y | -27.3% | -30.4% | +3.2% | -22.5% |
| All | -27.3% | -29.3% | +2.1% | -22.5% |
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