+298.3%
NSC vs DPZ
+116.9%
+181.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.9% |
| 7D | -3.4% | +2.2% | -5.6% | -3.9% |
| 30D | +3.6% | +6.7% | -3.1% | +2.0% |
| 3M | -1.4% | -4.5% | +3.1% | -0.6% |
| 6M | +6.0% | +3.3% | +2.7% | +4.5% |
| YTD | +15.5% | -19.4% | +34.9% | +20.3% |
| 1Y | +16.2% | -17.3% | +33.5% | +20.2% |
| 3Y | +76.9% | -8.4% | +85.3% | +76.3% |
| 5Y | +29.3% | -28.2% | +57.5% | +33.7% |
| 10Y | +298.3% | +130.9% | +167.4% | +218.0% |
| All | +298.3% | +116.9% | +181.4% | +218.0% |
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