+58.9%
NTAP vs DPZ
-16.5%
+75.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.0% | +3.7% | -8.6% | -4.8% |
| 30D | -25.8% | +8.0% | -33.8% | -25.5% |
| 3M | -6.9% | -4.2% | -2.7% | -5.9% |
| 6M | +50.0% | +4.6% | +45.4% | +51.3% |
| YTD | +66.9% | -18.4% | +85.4% | +79.7% |
| All | +58.9% | -16.5% | +75.4% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling