+1,986.4%
NSC vs DPZ
+5,460.8%
-3,474.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -4.4% |
| 7D | -3.8% | +9.5% | -13.3% | -6.2% |
| 30D | +4.1% | +12.8% | -8.7% | +0.5% |
| 3M | -3.3% | -6.2% | +3.0% | -1.9% |
| 6M | +5.9% | +4.3% | +1.6% | +3.8% |
| YTD | +15.5% | -16.6% | +32.1% | +20.0% |
| 1Y | +19.3% | -12.8% | +32.2% | +22.4% |
| 3Y | +79.0% | -0.8% | +79.9% | +73.9% |
| 5Y | +28.3% | -25.8% | +54.1% | +32.5% |
| 10Y | +336.8% | +130.9% | +206.0% | +204.0% |
| All | +1,986.4% | +5,460.8% | -3,474.4% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling