+1,201.2%
NTAP vs DPZ
+5,339.6%
-4,138.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.0% | +3.7% | -8.6% | -6.0% |
| 30D | -25.8% | +8.0% | -33.8% | -27.7% |
| 3M | -6.9% | -4.2% | -2.7% | -6.5% |
| 6M | +50.0% | +4.6% | +45.4% | +45.9% |
| YTD | +66.9% | -18.4% | +85.4% | +74.1% |
| 1Y | +58.3% | -16.8% | +75.0% | +63.9% |
| 3Y | +145.1% | -5.0% | +150.2% | +139.4% |
| 5Y | +114.2% | -27.8% | +142.0% | +122.5% |
| 10Y | +576.6% | +121.1% | +455.5% | +358.7% |
| All | +1,201.2% | +5,339.6% | -4,138.3% | +151.0% |
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