+284.9%
NSC vs DPZ
+140.2%
+144.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.2% |
| 7D | +2.5% | +2.2% | +0.3% | +1.9% |
| 30D | +1.7% | +15.5% | -13.8% | -1.6% |
| 3M | -2.6% | -2.0% | -0.5% | -2.4% |
| 6M | +6.4% | +12.1% | -5.7% | +3.0% |
| YTD | +15.5% | -16.6% | +32.1% | +19.3% |
| 1Y | +17.6% | -14.6% | +32.2% | +20.8% |
| 3Y | +75.0% | -4.1% | +79.1% | +72.5% |
| 5Y | +32.2% | -28.3% | +60.5% | +36.7% |
| All | +284.9% | +140.2% | +144.6% | +199.4% |
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