+105.6%
NTAP vs DPZ
-27.1%
+132.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.4% |
| 7D | -15.1% | +6.6% | -21.6% | -16.3% |
| 30D | -28.1% | +10.3% | -38.4% | -29.8% |
| 3M | -11.4% | -6.2% | -5.3% | -10.4% |
| 6M | +52.2% | +4.2% | +48.0% | +49.1% |
| YTD | +60.4% | -18.4% | +78.8% | +68.0% |
| 1Y | +51.0% | -14.9% | +65.9% | +56.0% |
| 3Y | +135.6% | -4.6% | +140.2% | +129.7% |
| All | +105.6% | -27.1% | +132.7% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling