+16.2%
NSC vs DPZ
-17.6%
+33.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | -3.4% | +2.2% | -5.6% | -3.8% |
| 30D | +3.6% | +6.7% | -3.1% | +2.5% |
| 3M | -1.4% | -4.5% | +3.1% | -0.9% |
| 6M | +6.0% | +3.3% | +2.7% | +5.0% |
| YTD | +15.5% | -19.4% | +34.9% | +20.5% |
| 1Y | +16.2% | -17.3% | +33.5% | +19.9% |
| All | +16.2% | -17.6% | +33.8% | +19.9% |
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