+193.5%
NRG vs DPZ
-34.6%
+228.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | -4.7% | -8.6% | +4.0% | -3.0% |
| 30D | -6.0% | -11.9% | +5.9% | -3.7% |
| 3M | -8.0% | +0.4% | -8.4% | -8.9% |
| 6M | -23.2% | -19.9% | -3.3% | -19.9% |
| YTD | -28.1% | -24.4% | -3.7% | -24.0% |
| 1Y | -27.3% | -30.4% | +3.2% | -21.7% |
| 3Y | +208.7% | -17.4% | +226.0% | +216.7% |
| All | +193.5% | -34.6% | +228.1% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling