+1,268.5%
NTAP vs DPZ
+5,417.8%
-4,149.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -0.8% | -2.5% | +1.8% | 0.0% |
| 30D | -0.5% | -7.0% | +6.4% | +1.3% |
| 3M | +4.1% | +11.6% | -7.5% | -0.1% |
| 6M | +88.0% | -15.2% | +103.1% | +95.1% |
| YTD | +75.6% | -17.2% | +92.8% | +83.4% |
| 1Y | +58.9% | -24.8% | +83.8% | +70.5% |
| 3Y | +153.6% | -8.7% | +162.2% | +151.7% |
| 5Y | +127.6% | -28.9% | +156.6% | +138.5% |
| 10Y | +580.4% | +153.6% | +426.7% | +343.4% |
| All | +1,268.5% | +5,417.8% | -4,149.3% | +164.4% |
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