+590.2%
NTAP vs DPZ
+150.4%
+439.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +3.3% | -1.5% | +4.7% | +3.6% |
| 30D | -0.2% | -4.4% | +4.2% | +0.6% |
| 3M | +11.4% | +7.6% | +3.7% | +8.9% |
| 6M | +88.7% | -16.9% | +105.6% | +95.5% |
| YTD | +78.9% | -18.6% | +97.5% | +86.2% |
| 1Y | +58.8% | -26.7% | +85.5% | +69.1% |
| 3Y | +153.5% | -9.3% | +162.9% | +153.4% |
| 5Y | +136.7% | -31.0% | +167.7% | +145.8% |
| 10Y | +590.2% | +152.4% | +437.8% | +400.3% |
| All | +590.2% | +150.4% | +439.8% | +400.3% |
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