+64.0%
NUE vs DPZ
-9.1%
+73.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | +1.8% | -1.5% | +3.2% | +2.1% |
| 30D | -6.0% | -4.4% | -1.5% | -5.2% |
| 3M | +1.4% | +7.6% | -6.2% | -0.4% |
| 6M | +52.8% | -16.9% | +69.8% | +59.1% |
| YTD | +58.1% | -18.6% | +76.7% | +65.2% |
| 1Y | +80.4% | -26.7% | +107.1% | +93.9% |
| All | +64.0% | -9.1% | +73.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling