+1,927.4%
NSC vs DPZ
+5,341.2%
-3,413.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.2% |
| 7D | -6.6% | +6.6% | -13.2% | -8.3% |
| 30D | +2.2% | +10.3% | -8.1% | -0.7% |
| 3M | -6.2% | -6.2% | 0.0% | -4.9% |
| 6M | +1.7% | +4.2% | -2.6% | -0.3% |
| YTD | +12.2% | -18.4% | +30.6% | +17.3% |
| 1Y | +15.4% | -14.9% | +30.3% | +19.2% |
| 3Y | +73.3% | -4.6% | +78.0% | +70.2% |
| 5Y | +24.7% | -27.4% | +52.1% | +29.5% |
| 10Y | +324.5% | +125.9% | +198.6% | +197.2% |
| All | +1,927.4% | +5,341.2% | -3,413.8% | +382.1% |
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