+1,987.7%
NSC vs DPZ
+5,417.8%
-3,430.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -5.5% | -2.5% | -3.0% | -4.8% |
| 30D | -3.2% | -7.0% | +3.8% | -1.4% |
| 3M | +7.7% | +11.6% | -3.9% | +3.9% |
| 6M | +4.5% | -15.2% | +19.7% | +8.5% |
| YTD | +15.6% | -17.2% | +32.8% | +20.6% |
| 1Y | +19.8% | -24.8% | +44.7% | +28.3% |
| 3Y | +70.1% | -8.7% | +78.8% | +69.3% |
| 5Y | +46.1% | -28.9% | +75.0% | +52.8% |
| 10Y | +328.1% | +153.6% | +174.4% | +189.8% |
| All | +1,987.7% | +5,417.8% | -3,430.0% | +395.6% |
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 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