+1,150.4%
NTAP vs DPZ
+5,341.2%
-4,190.8%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.5% |
| 7D | -15.1% | +6.6% | -21.6% | -16.7% |
| 30D | -28.1% | +10.3% | -38.4% | -30.4% |
| 3M | -11.4% | -6.2% | -5.3% | -10.5% |
| 6M | +52.2% | +4.2% | +48.0% | +48.1% |
| YTD | +60.4% | -18.4% | +78.8% | +67.3% |
| 1Y | +51.0% | -14.9% | +65.9% | +55.4% |
| 3Y | +135.6% | -4.6% | +140.2% | +129.8% |
| 5Y | +107.5% | -27.4% | +134.9% | +115.2% |
| 10Y | +608.6% | +125.9% | +482.7% | +377.1% |
| All | +1,150.4% | +5,341.2% | -4,190.8% | +141.2% |
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 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