+589.7%
NTAP vs DPZ
+129.5%
+460.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.1% |
| 7D | -2.4% | -3.5% | +1.1% | -1.7% |
| 30D | -23.4% | +5.7% | -29.1% | -24.5% |
| 3M | -7.5% | -7.5% | -0.1% | -6.4% |
| 6M | +56.4% | +6.2% | +50.2% | +52.7% |
| YTD | +73.6% | -19.8% | +93.4% | +80.6% |
| 1Y | +68.4% | -18.0% | +86.4% | +74.1% |
| 3Y | +150.6% | -8.8% | +159.4% | +149.5% |
| 5Y | +122.5% | -30.2% | +152.7% | +129.8% |
| 10Y | +589.7% | +132.0% | +457.7% | +444.6% |
| All | +589.7% | +129.5% | +460.2% | +444.6% |
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 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